Bayesian estimation of the long-run trend of the US economy
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00181-021-02024-4.pdf
Reference42 articles.
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3. Bai J, Lumsdaine RL, Stock JH (1998) Testing for and dating common breaks in multivariate time series. Rev Econ Stud 65:395–432
4. Berger T, Everaert G, Vierke H (2016) Testing for time variation in an unobserved components model for the US economy. J Econ Dyn Control 69:179–208
5. Carter CK, Kohn R (1994) On Gibbs sampling for state space models. Biometrika 81:541–553
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