مرکز منطقه ای اطلاع رساني علوم و فناوري - Bayesian International Evidence on Heavy Tails, Non-Stationarity and Asymmetry over the Business Cycle

Title of article :

Bayesian International Evidence on Heavy Tails, Non-Stationarity and Asymmetry over the Business Cycle

Author/Authors :

Efthymios G. Tsionas، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

151

To page :

168

Keywords :

Industrial production , Markov Chain Carlo , Model comparison , Unit roots , Asymmetry , Leptokurtosis , Business cycles

Journal title :

International Statistical Review

Serial Year :

2003

Journal title :

International Statistical Review

Record number :

290876

Link To Document :