Bayes factors and nonlinearity: Evidence from economic time series
作者： Gary Koop , Simon M. Potter
DOI: 10.1016/S0304-4076(98)00031-1
关键词:
摘要: This paper argues in favor of a Bayesian approach to evaluating evidence nonlinearity economic time series over the classical that has been dominant applied literature. An application is presented concerning US GNP.
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sci-hub.se 参考文章(21)
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