Bayes estimates of Markov trends in possibly cointegrated series: An application to US consumption and income

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages36
EditionEconometric Institute Report 9911/A
Publication statusPublished - 1999

Publication series

SeriesEconometric Institute Report
Volume9911/A

Research programs

  • ESE - MKT

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