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HarveyTrimburVanDijk, JoEc.trics 2007, Bayesian trend-cycle

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HarveyTrimburVanDijk, JoEc.trics 2007, Bayesian trend-cycle

Postby Alberto » Fri Jan 28, 2011 5:28 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
Alberto
 
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