Priors for unit root models
type: Item
instance of: scholarly article
title: Priors for unit root models
zbMATH Open document ID: 0864.62011
DOI: 10.1016/0304-4076(95)01771-2
author: Lara J. Wolfson
author: Joseph B. Kadane
author: Ngai Hang Chan
published in: Journal of Econometrics
publication date: 1997-06-22T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 955387
zbMATH Keywords: elicitation
zbMATH Keywords: predictive elicitation technique
zbMATH Keywords: structural elicitation techniques
zbMATH Keywords: subjective prior
zbMATH Keywords: unit root model
zbMATH Keywords: family of piecewise conjugate prior distributions
Wikidata QID: Q57613521
describes a project that uses: elicit-normlin
MaRDI profile type: Publication
full work available at URL: 0304-4076(95)01771-2
OpenAlex ID: W1966883416
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cites work: The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
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description: scientific article; zbMATH DE number 955387