Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models
- 1 March 1998
- journal article
- Published by JSTOR in Econometrica
- Vol. 66 (2) , 359
- https://doi.org/10.2307/2998562
Abstract
Asymptotic normality of the posterior is a well understood result for dynamic as well as nondynamic models based on sets of abstract conditions whose actual app...Keywords
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