Articles
Bayes Methods and Unit Roots: Editors' Introduction
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 453-460
-
- Article
- Export citation
Noninformative Priors and Bayesian Testing for the AR(1) Model
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 461-482
-
- Article
- Export citation
Bayesian Forecasting of Economic Time Series
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 483-513
-
- Article
- Export citation
On the Shape of the Likelihood/Posterior in Cointegration Models
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 514-551
-
- Article
- Export citation
A Bayesian Analysis Of The Unit Root Hypothesis Within An Unobserved Components Model
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 552-578
-
- Article
- Export citation
Priors For The Ar(1) Model: Parameterization Issues and Time Series Considerations
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 579-595
-
- Article
- Export citation
Bayesian Inference of Trend and Difference-Stationarity
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 596-608
-
- Article
- Export citation
Priors for Macroeconomic Time Series and Their Application
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 609-632
-
- Article
- Export citation
On Jeffreys Prior when Using the Exact Likelihood Function
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 633-644
-
- Article
- Export citation
What Macroeconomists Should Know about Unit Roots: A Bayesian Perspective
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 645-671
-
- Article
- Export citation
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 672-700
-
- Article
- Export citation
Modeling Stock Prices without Knowing How to Induce Stationarity
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 701-719
-
- Article
- Export citation
Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 720-746
-
- Article
- Export citation
Bayesian Encompassing Tests of a Unit Root Hypothesis
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 747-763
-
- Article
- Export citation
Bayesian Asymptotic Theory in a Time Series Model with a Possible Nonstationary Process
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 764-773
-
- Article
- Export citation
Posterior Odds Testing for a Unit Root with Data-Based Model Selection
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 774-808
-
- Article
- Export citation
Yale–Nsf Conference Series
Yale–Nsf Conference Series: Bayes Methods and Unit Roots
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 809-810
-
- Article
- Export citation
Corrigendum
Corrigendum
-
- Published online by Cambridge University Press:
- 11 February 2009, p. 811
-
- Article
-
- You have access
- Export citation
Book Review
System IdentificationT. Söderström and P. Stoica Prentice Hall International, 1989
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 813-815
-
- Article
- Export citation
Problems
The Stationarity Conditions for an AR(2) Process and Shur's Theorem
-
- Published online by Cambridge University Press:
- 11 February 2009, p. 817
-
- Article
- Export citation