haku: @author Koop, G. / yhteensä: 10
viite: 7 / 10
Tekijä: | Koop, G. Potter, S. M. |
Otsikko: | Bayes factors and nonlinearity: Evidence from economic time series |
Lehti: | Journal of Econometrics
1999 : FEB, VOL. 88:2, p. 251-281 |
Asiasana: | Econometrics Time series Economic theory Models |
Vapaa asiasana: | Bayesian analysis Markov analysis GNP |
Kieli: | eng |
Tiivistelmä: | 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). |
SCIMA