HarveyTrimburVanDijk, JoEc.trics 2007, Bayesian trend-cycle
Posted: Fri Jan 28, 2011 4:28 am
Hi,
are codes for reproducing the results of the following paper available, at least for the univariate case?
Thanks
Alberto
A. Harvey, T. Trimbur and H. Van Dijk (2007): ''Trends and Cycles in Economic Time Series : a Bayesian Approach'', Journal of Econometrics, vol. 140 (2007), pp. 618-649
are codes for reproducing the results of the following paper available, at least for the univariate case?
Thanks
Alberto
A. Harvey, T. Trimbur and H. Van Dijk (2007): ''Trends and Cycles in Economic Time Series : a Bayesian Approach'', Journal of Econometrics, vol. 140 (2007), pp. 618-649