Testing for integration using evolving trend and seasonals models: A Bayesian approach

Journal of Econometrics

Volumn 97, Issue 2, 2000, Pages 261-291

  Koop, Gary ^a   Van Dijk, Herman K ^b  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Bayes factor; Gibbs sampler; Seasonality; State space models; Unit root

Indexed keywords

EID: 0039949011     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(99)00071-8     Document Type: Article

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