Research graph
References from Testing for integration using evolving trend and seasonals models: A Bayesian approach. Local targets link to admitted publications; unresolved targets remain external evidence.
Unresolved reference
1990 · External reference
Unresolved reference
External reference
Are seasonal patterns constant over time? A test for seasonal stability
10.2307/1392184 · 1995 · External reference
On Gibbs sampling for state space models
10.1093/biomet/81.3.541 · 1994 · External reference
Explaining the Gibbs sampler
10.2307/2685208 · 1992 · External reference
Marginal likelihood from the Gibbs output
10.2307/2291521 · 1995 · External reference
Bayes inference in regression models with ARMA (p,q) errors
10.1016/0304-4076(94)90063-9 · 1994 · External reference
Understanding the Metropolis–Hastings algorithm
10.2307/2684568 · 1995 · External reference
The simulation smoother for time series models
10.1093/biomet/82.2.339 · 1995 · External reference
The temporal stability of dividends and stock prices: Evidence from the likelihood function
1991 · External reference
On the use of panel data in stochastic frontier models with improper priors
10.1016/s0304-4076(97)88050-5 · 1997 · External reference
Unresolved reference
1996 · External reference
Data augmentation and dynamic linear models
10.1111/j.1467-9892.1994.tb00184.x · 1994 · External reference
Bayesian model discrimination and Bayes factors for linear Gaussian state space models
10.1111/j.2517-6161.1995.tb02027.x · 1995 · External reference
10.1080/07474939908800428
10.1080/07474939908800428 · External reference
10.2307/2525336
10.2307/2525336 · External reference
Unresolved reference
1989 · External reference
Unresolved reference
External reference
Unresolved reference
External reference
Seasonal integration and cointegration
10.1016/0304-4076(90)90080-d · 1990 · External reference
Seasonal integration and the evolving seasonals model
10.1016/s0169-2070(97)00021-6 · 1997 · External reference
Unresolved reference
1961 · External reference
Bayes factors
10.2307/2291091 · 1995 · External reference
A Bayesian multivariate nonstationary time series model for estimating mutual relationships among variables
10.1016/0304-4076(95)01774-7 · 1996 · External reference
Stochastic volatility: Likelihood inference and comparison with ARCH models
10.1111/1467-937x.00050 · 1998 · External reference
‘Objective’ Bayesian unit root tests
10.1002/jae.3950070107 · 1992 · External reference
10.2139/ssrn.163151
10.2139/ssrn.163151 · External reference
Dynamic asymmetries in U.S. unemployment
10.2307/1392288 · 1999 · External reference
Unresolved reference
External reference
A consistent test for a unit root
10.2307/1391480 · 1994 · External reference
Unresolved reference
External reference
Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
1993 · External reference
Unresolved reference
External reference
Comparison of tests for the presence of random walk coefficients
10.2307/2288196 · 1983 · External reference
To criticize the critics: An objective Bayesian analysis of stochastic trends
10.1002/jae.3950060402 · 1991 · External reference
Unresolved reference
1995 · External reference
Priors for the AR(1) model: Parameterization issues and time series considerations
10.1017/s0266466600008677 · 1994 · External reference
A Bayesian analysis of the unit root in real exchange rates
10.1016/0304-4076(91)90014-5 · 1991 · External reference
On Bayesian routes to unit roots
10.1002/jae.3950060407 · 1991 · External reference
Distribution of the ML estimator of a ma(1) and a local level model
10.1017/s0266466600007726 · 1993 · External reference
Partial non-gaussian state space
10.1093/biomet/81.1.115 · 1994 · External reference
10.1016/0304-4076(95)01781-x
10.1016/0304-4076(95)01781-x · External reference
Unresolved reference
External reference
Variable trends in economic time series
10.1257/jep.2.3.147 · 1988 · External reference
Unresolved reference
1996 · External reference
Computing Bayes factors using a generalization of the Savage–Dickey density ratio
10.2307/2291073 · 1995 · External reference
Unresolved reference
1997 · External reference
