Large sample properties of posterior densities, Bayesian information criterion and the likelihood principle in nonstationary time series models

Econometrica

Volumn 66, Issue 2, 1998, Pages 359-380

  Kim, Jae Young ^a  

^a NONE

Author keywords

Asymptotic posterior normality; Bayesian information criterion; Likelihood principle; Nonstationarity

Indexed keywords

EID: 0012855530     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2998562     Document Type: Article

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