Paap, R. and van Dijk, H. (2003). Bayes estimates of Markov trends in possibly cointegrated series: an application to U.S. consumption and income Journal of Business and Economic Statistics, 21(4):547--563.


  • Affiliated authors
    Herman van Dijk, Richard Paap
  • Publication year
    2003
  • Journal
    Journal of Business and Economic Statistics