Bayesian analysis of seasonal unit roots and seasonal mean shifts

Journal of Econometrics

Volumn 78, Issue 2, 1997, Pages 359-380

  Franses, Philip Hans ^b   Hoekh, Henk ^a   Paap, Richard ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b NONE

Author keywords

Bayesian analysis; Seasonality; Structural breaks; Unit roots

Indexed keywords

EID: 0000016206     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-4076(97)00018-3     Document Type: Article

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