To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment
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 John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.
Volume (Year): 6 (1991)
Issue (Month): 4 (Oct.-Dec.)
Contact details of provider:
Web page: http://www.interscience.wiley.com/jpages/0883-7252/
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.
- Dedola, Luca & Neri, Stefano, 2006.
"What does a technology shock do? A VAR analysis with model-based sign restrictions,"
Working Paper Series
0705, European Central Bank.
- Dedola, Luca & Neri, Stefano, 2007. "What does a technology shock do? A VAR analysis with model-based sign restrictions," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 512-549, March.
- Dedola, Luca & Neri, Stefano, 2004. "What Does A Technology Shock Do? A VAR Analysis with Model-based Sign Restrictions," CEPR Discussion Papers 4537, C.E.P.R. Discussion Papers.
- Luca Dedola & Stefano Neri, 2006. "What does a technology shock do? A VAR analysis with model-based sign restrictions," Temi di discussione (Economic working papers) 607, Bank of Italy, Economic Research and International Relations Area.
- Kleibergen, F.R. & Hoek, H., 1995.
"Bayesian analysis of ARMA models using noninformative priors,"
1995-116, Tilburg University, Center for Economic Research.
- Kleibergen, F.R. & Hoek, H., 1995. "Bayesian Analysis of ARMA models using Noninformative Priors," Econometric Institute Research Papers EI 9553-/B, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Frank Kleibergen & Henk Hoek, 1997. "Bayesian Analysis of ARMA Models using Noninformative Priors," Tinbergen Institute Discussion Papers 97-006/4, Tinbergen Institute.
- Steel, M.F.J., 1991.
"Bayesian inference in time series,"
1991-53, Tilburg University, Center for Economic Research.
- Márcio Alves Diniz & C.A.B.Pereira & J.M.Stern, 2008. "FBST for Unit Root Problems," Working Papers 08_11, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
- Li, Yong & Yu, Jun, 2012.
"Bayesian hypothesis testing in latent variable models,"
Journal of Econometrics,
Elsevier, vol. 166(2), pages 237-246.
- Yong Li & Jun Yu, 2011. "Bayesian Hypothesis Testing in Latent Variable Models," Working Papers 11-2011, Singapore Management University, School of Economics.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).
If references are entirely missing, you can add them using this form.