Bayesian near-boundary analysis in basic macroeconomic time series models
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More about this item
Keywords
Bayesian model averaging; Gibbs sampler; MCMC; autocorrelation; error correction models; nonstationarity; random effects panel data models; reduced rank models; state space models;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2009-03-28 (Econometric Time Series)
- NEP-MAC-2009-03-28 (Macroeconomics)
Statistics
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