Priors for unit root models

Journal of Econometrics

Volumn 75, Issue 1, 1996, Pages 99-111

  Kadane, Joseph B ^a   Chan, Ngai Hang ^a   Wolfson, Lara J ^b  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b UNIVERSITY OF WATERLOO   (Canada)

Author keywords

Bayesian analysis; Elicitation; Predictive elicitation technique; Structural elicitation techniques; Unit roots

Indexed keywords

EID: 0041805383     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(95)01771-2     Document Type: Article

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