Bayesian time series and panel models : unit roots, dynamics and random effects
This thesis consists of four papers and the main theme present is dependence, through time as in serial correlation, and across individuals, as in random effects. The individual papers may be grouped in many different ways. As is, the first two are concerned with autoregressive dynamics in a single...
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| Format: | Doctoral Thesis |
| Language: | English |
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Handelshögskolan i Stockholm, Ekonomisk Statistik (ES)
2004
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-552 http://nbn-resolving.de/urn:isbn:91-7258-632-X |