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