Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income

Autor:	Paap, Richard, van Dijk, Herman K.
Zdroj:	Journal of Business & Economic Statistics, 2003 Oct 01. 21(4), 547-563.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/1392327 Zobrazit plný text záznamu