Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income
Autor: | Paap, Richard, van Dijk, Herman K. |
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Zdroj: | Journal of Business & Economic Statistics, 2003 Oct 01. 21(4), 547-563. |
Databáze: | JSTOR Journals |
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