Noninformative priors and Bayesian testing for the AR(1) model
Publication
, Journal Article
Berger, J; Yang, R
Published in: Econometric Theory
1994
Duke Scholars
Published In
Econometric Theory
Publication Date
1994
Volume
10
Start / End Page
461 / 482
Related Subject Headings
- Econometrics
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Berger, J., & Yang, R. (1994). Noninformative priors and Bayesian testing for the AR(1) model. Econometric Theory, 10, 461–482.
Berger, J., and R. Yang. “Noninformative priors and Bayesian testing for the AR(1) model.” Econometric Theory 10 (1994): 461–82.
Berger J, Yang R. Noninformative priors and Bayesian testing for the AR(1) model. Econometric Theory. 1994;10:461–82.
Berger, J., and R. Yang. “Noninformative priors and Bayesian testing for the AR(1) model.” Econometric Theory, vol. 10, 1994, pp. 461–82.
Berger J, Yang R. Noninformative priors and Bayesian testing for the AR(1) model. Econometric Theory. 1994;10:461–482.
Published In
Econometric Theory
Publication Date
1994
Volume
10
Start / End Page
461 / 482
Related Subject Headings
- Econometrics
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics