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97-078/4 - Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach


  • Authors
    Gary Koop, University of Edinburgh; Herman K. van Dijk, Erasmus University Rotterdam; Henk Hoek, Erasmus University Rotterdam
  • Publication date
    August 8, 1997
  • Keywords
    State space models; Bayes Factor; Gibbs sampler; unit root; seasonality
  • JEL
    C11, C12, C32, C52