Noninformative priors and Bayesian testing for the AR(1) model
Journal articles
- Academic article
Berger, J; Yang, R
Published in: Econometric Theory
1994
Duke Scholars
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Published In
Econometric Theory
Publication Date
1994
Volume
10
Start / End Page
461 / 482
Related Subject Headings
- Econometrics
- 4905 Statistics
- 3802 Econometrics
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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