scientific article; zbMATH DE number 912682

zbMATH Open0855.62071MaRDI QIDQ4887359FDOQ4887359

Authors: Wolfgang Polasek, Song Jin 

Publication date: 6 February 1997

Title of this publication is not available (Why is that?)

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zbMATH Keywords

random walkeconomic time seriesGibbs samplingprior distributioninformative prior distributionsconjugate normal linear modelsampling fluctuationstightness priorsunivariate autoregressive \(AR (p)\) models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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