On Jeffreys Prior when Using the Exact Likelihood Function
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 10 (1994)
Issue (Month): 3-4 (August)
Contact details of provider:
Postal: The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK
Fax: +44 (0)1223 325150
Web page: http://journals.cambridge.org/jid_ECTProvider-Email:email@example.com
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Jarociński, Marek & Marcet, Albert, 2010.
"Autoregressions in small samples, priors about observables and initial conditions,"
Working Paper Series
1263, European Central Bank.
- Marek Jarocinski & Albert Marcet, 2011. "Autoregressions in Small Samples, Priors about Observables and Initial Conditions," CEP Discussion Papers dp1061, Centre for Economic Performance, LSE.
- Jessica Wachter, 2010.
NBER Working Papers
16255, National Bureau of Economic Research, Inc.
- Frank Kleibergen & Henk Hoek, 1997.
"Bayesian Analysis of ARMA Models using Noninformative Priors,"
Tinbergen Institute Discussion Papers
97-006/4, Tinbergen Institute.
- Kleibergen, F.R. & Hoek, H., 1995. "Bayesian analysis of ARMA models using noninformative priors," Discussion Paper 1995-116, Tilburg University, Center for Economic Research.
- Kleibergen, F.R. & Hoek, H., 1995. "Bayesian Analysis of ARMA models using Noninformative Priors," Econometric Institute Report EI 9553-/B, Erasmus University Rotterdam, Econometric Institute.
- Marriott, John & Newbold, Paul, 2000. "The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective," Journal of Econometrics, Elsevier, vol. 98(1), pages 1-25, September.
- Charley Xia and William Griffiths, 2012. "Bayesian Unit Root Testing: The Effect Of Choice Of Prior On Test Outcomes," Department of Economics - Working Papers Series 1152, The University of Melbourne.
- Moon, Hyungsik R. & Phillips, Peter C.B., 1999.
"Estimation of Autoregressive Roots near Unity using Panel Data,"
University of California at Santa Barbara, Economics Working Paper Series
qt7fd8x80m, Department of Economics, UC Santa Barbara.
- Moon, Hyungsik R. & Phillips, Peter C.B., 2000. "Estimation Of Autoregressive Roots Near Unity Using Panel Data," Econometric Theory, Cambridge University Press, vol. 16(06), pages 927-997, December.
- Hyungsik R. Moon & Peter C.B. Phillips, 1999. "Estimation of Autoregressive Roots Near Unity Using Panel Data," Cowles Foundation Discussion Papers 1224, Cowles Foundation for Research in Economics, Yale University.
- Peter C.B. Phillips & Hyungsik R. Moon, 1999.
"Linear Regression Limit Theory for Nonstationary Panel Data,"
Cowles Foundation Discussion Papers
1222, Cowles Foundation for Research in Economics, Yale University.
- Peter C. B. Phillips & Hyungsik R. Moon, 1999. "Linear Regression Limit Theory for Nonstationary Panel Data," Econometrica, Econometric Society, vol. 67(5), pages 1057-1112, September.
- Stambaugh, Robert F., 1999.
Journal of Financial Economics,
Elsevier, vol. 54(3), pages 375-421, December.
- Kociecki, Andrzej, 2012. "Orbital Priors for Time-Series Models," MPRA Paper 42804, University Library of Munich, Germany.
- Santiago García Verdú, 2010. "Equilibrium yield curves under regime switching," Working Papers 2010-08, Banco de México.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.