Bayesian Inference in Time Series
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|Date of creation:||1991|
|Date of revision:|
|Contact details of provider:|| Postal: |
Phone: 31 13 4663050
Fax: 31 13 4663066
Web page: http://center.uvt.nl/
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- Geweke, John, 1989. "Bayesian Inference in Econometric Models Using Monte Carlo Integration," Econometrica, Econometric Society, vol. 57(6), pages 1317-39, November.
- Poirier, Dale J, 1988. "Frequentist and Subjectivist Perspectives on the Problems of Model Building in Economics," Journal of Economic Perspectives, American Economic Association, vol. 2(1), pages 121-44, Winter.
- Steel, M.F.J., 1989.
"A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches,"
1989-8, Tilburg University, Center for Economic Research.
- Steel, Mark F. J., 1991. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 83-117.
- Steel, M.F.J., 1989. "A Bayesian Analysis Of Simultaneous Equation Models By Combining Recursive Analytical And Numerical Approaches," Papers 8908, Tilburg - Center for Economic Research.
- Perron, P, 1988.
"The Great Crash, The Oil Price Shock And The Unit Root Hypothesis,"
338, Princeton, Department of Economics - Econometric Research Program.
- Perron, Pierre, 1989. "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis," Econometrica, Econometric Society, vol. 57(6), pages 1361-1401, November.
- Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
- Peter C.B. Phillips, 1990.
"To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends,"
Cowles Foundation Discussion Papers
950, Cowles Foundation for Research in Economics, Yale University.
- Phillips, P C B, 1991. "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 333-64, Oct.-Dec..
- Christopher A. Sims, 1988.
"Bayesian skepticism on unit root econometrics,"
Discussion Paper / Institute for Empirical Macroeconomics
3, Federal Reserve Bank of Minneapolis.
- Tom Doan, . "BAYESTST: RATS procedure to perform Bayesian Unit Root test," Statistical Software Components RTS00014, Boston College Department of Economics.
- Chow, Gregory C, 1973. "Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods," Econometrica, Econometric Society, vol. 41(1), pages 109-18, January.
- Monahan, John F., 1983. "Fully Bayesian analysis of ARMA time series models," Journal of Econometrics, Elsevier, vol. 21(3), pages 307-331, April.
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