Additional information is available for the following registered author(s):

• Eric Zivot

Download Info

To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info

Paper provided by Department of Economics at the University of Washington in its series Discussion Papers in Economics at the University of Washington with number 93-15.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 23 pages
Date of creation: 1993
Date of revision:
Handle: RePEc:fth:washer:93-15

Contact details of provider:
Postal: Box 353330, Seattle, WA 98193-3330
Email:
Web page: http://www.econ.washington.edu/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Thomas Krichel).

Related research

Keywords: econometrics;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. R. Paap & H.K. van Dijk, 2002. "Bayes estimates of Markov trends in possibly cointegrated series," Econometric Institute Report 295, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
2. R. Paap & H.K. van Dijk, 1999. "Bayes estimates of Markov trends in possibly cointegrated series - an application to US consumption and income," Econometric Institute Report 111, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
   Other versions:
   • Richard Paap & Herman K. van Dijk, 1999. "Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to US Consumption and Income," Tinbergen Institute Discussion Papers 99-024/4, Tinbergen Institute. [Downloadable!]
   • Paap, R. & Dijk, H.K. van, 2002. "Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income," Econometric Institute Report EI 2002-42 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
   • Paap, Richard & van Dijk, Herman K, 2003. "Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 547-63, October.
3. Richard Kleijn & Herman K. van Dijk, 2001. "A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model," Tinbergen Institute Discussion Papers 01-105/4, Tinbergen Institute. [Downloadable!]
   Other versions:
   • R.H. Kleijn & H.K. Van Dijk, 2001. "A Bayesian analysis of the PPP puzzle using an unobserved components model," Econometric Institute Report 236, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
4. Richard Kleijn & Herman K. van Dijk, 2006. "Bayes model averaging of cyclical decompositions in economic time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 191-212. [Downloadable!]

Did you know? Authors registered on the RePEc Author Service receive monthly emails with details about downloads and abstract views of their works.

This page was last updated on 2009-10-24.