Bayes factors and nonlinearity: Evidence from economic time series

Journal of Econometrics

Volumn 88, Issue 2, 1998, Pages 251-281

  Koop, Gary ^a   Potter, Simon M ^b  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

^b FEDERAL RESERVE BANK OF NEW YORK   (United States)

Author keywords

Bayes factor; Markov chain Monte Carlo; Markov trend model; Threshold autoregressive model

Indexed keywords

EID: 0002865128     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(98)00031-1     Document Type: Article

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