Idioma:

Bayes Methods and Unit Roots

Antônio Delfim Netto 1928-

Localização: FEA - Fac. Econ. Adm. Contab. e Atuária ACERVO DELFIM NETTO (A26.2.1 )(Acessar)

Título:
Bayes Methods and Unit Roots
Autor: Antônio Delfim Netto 1928-
Assuntos: ECONOMIA MATEMÁTICA
Descrição: Bayes Methods and Unit Roots Bayesian Asymptotic Theory in a Time Series Model With a Possible Nonstationary Process Bayesian Encompassing Tests of a Unit Root Hypothesis Bayesian Forecasting of Economic Time Series Baysian Inference of Trend-and Difference-Stationarity Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown Modeling Stock Prices Without Knowing How to Induce Stationarity On Jeffreys Prior When Using the Exact Likelihood Function On the Shape of the Likelihood/Posterior in Cointegration Models Posterior Odds Testing for a Unit Root With Data-Based Model Selection Priors for Macroeconomic Time Series and Their Application Priors for the AR(1) Model Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series What Macroeconomists Should Know About Unit Roots
Editor: S.l. s.n
Data de criação/publicação: 200-
Formato: 1 v..
Idioma: Inglês

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