Bayesian Inference in Time Series
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References listed on IDEAS
- Geweke, John, 1989. "Bayesian Inference in Econometric Models Using Monte Carlo Integration," Econometrica, Econometric Society, vol. 57(6), pages 1317-1339, November.
- Phillips, P C B, 1991.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- José T. A. S. Ferreira & Mark F. J. Steel, 2005.
"Modelling directional dispersion through hyperspherical log-splines,"
Journal of the Royal Statistical Society Series B,
Royal Statistical Society, vol. 67(4), pages 599-616.
- J.T.A.S. Ferreira & M.F.J. Steel, 2004. "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics 0410006, EconWPA.
- Emiliano Santoro, 2006. "Macroeconomic fluctuations and the firms' rate of growth distribution: evidence from UK and US quoted companies," Department of Economics Working Papers 0606, Department of Economics, University of Trento, Italia.
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