A time series model for responses on the unit interval

DOI10.1214/13-BA844zbMath1329.62380MaRDI QIDQ908030

Alejandro Jara, Fernando A. Quintana, Luis E. Nieto-Barajas

Publication date: 2 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1378729926

zbMATH Keywords

latent variablesautoregressive modelsbeta processesunemployment rates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

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