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Bayesian inference for nonlinear structural time series models

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Figure

Figure 2: Time series plots of P/D growth and C growth used for the asset pricing model
Table 1: Quadratic AR(1) model. Low nonlinearity, high signal to noise ratio
Table 3: Quadratic AR(1) model.Low nonlinearity, lowsignal to noise ratio. The 95% confidence intervals for theestimated variances are in brackets.
Table 4: Quadratic AR(1) model. High nonlinearity, lowsignal to noise ratio. 95% confidence intervals for the esti-mated variances are in brackets.
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