Bayesian inference on time-varying proportions

DOI10.1016/S0731-9053(08)23016-1MaRDI QIDQ3572038zbMATH OpenOpenAlexFDO

Authors William J. McCausland, Brahim Lgui

Publication date 30 June 2010

Published in Bayesian Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0731-9053(08)23016-1

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40) Estimation in multivariate analysis (62H12) Economic time series analysis (91B84)

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