{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,13]],"date-time":"2026-10-13T20:47:41Z","timestamp":1791924461981,"version":"4.3.4"},"reference-count":12,"publisher":"Cambridge University Press (CUP)","issue":"3-4","license":[{"start":{"date-parts":[[2009,2,11]],"date-time":"2009-02-11T00:00:00Z","timestamp":1234310400000},"content-version":"unspecified","delay-in-days":5308,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1994,8]]},"abstract":"<jats:p>Asymptotic normality of the Bayesian posterior is a well-known result for stationary dynamic models or nondynamic models. This paper extends the analysis to a time series model with a possible nonstationary process. We spell out conditions under which asymptotic normality of the posterior is obtained even if the true data-generation process is a nonstationary process.<\/jats:p>","DOI":"10.1017\/s0266466600008768","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T15:43:23Z","timestamp":1236699803000},"page":"764-773","source":"Crossref","is-referenced-by-count":25,"title":["Bayesian Asymptotic Theory in a Time Series Model with a Possible Nonstationary Process"],"prefix":"10.1017","volume":"10","author":[{"given":"Jae-Young","family":"Kim","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600008768_ref012","doi-asserted-by":"publisher","DOI":"10.2307\/2938280"},{"key":"S0266466600008768_ref011","volume-title":"Asymptotic Behavior of the Likelihood Function in an Autoregression with a Unit Root","author":"Sims","year":"1990"},{"key":"S0266466600008768_ref010","doi-asserted-by":"publisher","DOI":"10.1016\/0165-1889(88)90050-4"},{"key":"S0266466600008768_ref009","unstructured":"9. Phillips P.C.B. & Ploberger W. . Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics. Cowles Foundation discussion paper, Yale University, Revised 1992. (Original draft, 1991)"},{"key":"S0266466600008768_ref007","volume-title":"The Asymptotic Properties of Quasi Posterior Density and a Limited Information Bayesian Procedure","author":"Kwan","year":"1989"},{"key":"S0266466600008768_ref006","unstructured":"6. Kim J. Y. Large Sample Properties of Posterior Densities in a Time Series Model with Possible Nonstationary Processes and Statistical Inference. Ph.D. Dissertation, University of Minnesota, 1993."},{"key":"S0266466600008768_ref002","doi-asserted-by":"crossref","first-page":"540","DOI":"10.1111\/j.2517-6161.1985.tb01384.x","article-title":"On asymptotic normality of limiting density functions with Bayesian implications","volume":"47","author":"Chen","year":"1985","journal-title":"Journal of the Royal Statistical Society, Series B"},{"key":"S0266466600008768_ref008","doi-asserted-by":"publisher","DOI":"10.2307\/1913237"},{"key":"S0266466600008768_ref005","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177697731"},{"key":"S0266466600008768_ref003","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4613-8242-3"},{"key":"S0266466600008768_ref001","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177696967"},{"key":"S0266466600008768_ref004","doi-asserted-by":"crossref","first-page":"184","DOI":"10.1111\/j.2517-6161.1979.tb01071.x","article-title":"On asymptotic posterior normality for stochastic processes","volume":"41","author":"Heyde","year":"1979","journal-title":"Journal of the Royal Statistical Society, Series B"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600008768","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,2,8]],"date-time":"2025-02-08T05:46:54Z","timestamp":1738993614000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600008768\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1994,8]]},"references-count":12,"journal-issue":{"issue":"3-4","published-print":{"date-parts":[[1994,8]]}},"alternative-id":["S0266466600008768"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600008768","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1994,8]]}}}