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| Author: | Koop, G. Potter, S. M. |
| Title: | Bayes factors and nonlinearity: Evidence from economic time series |
| Journal: | Journal of Econometrics
1999 : FEB, VOL. 88:2, p. 251-281 |
| Index terms: | Econometrics Time series Economic theory Models |
| Freeterms: | Bayesian analysis Markov analysis GNP |
| Language: | eng |
| Abstract: | The paper argues in favour of Bayesian approach to evaluating evidence of non-linearity in economic time series over the classical approach that has been dominant in the applied literature. An application is presented concerning nonlinearity in U.S. gross national product (or GNP). |
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