Pages that link to "Item:Q1899242"
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The following pages link to Testing for unit roots in a Bayesian framework (Q1899242):
Displaying 16 items.
- Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
- A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
- The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective (Q1584765) (← links)
- Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
- Testing for unit roots in a Bayesian framework (Q1899242) (← links)
- Bayesian unit root test for model with maintained trend (Q2566712) (← links)
- A ROBUST BAYESIAN APPROACH FOR UNIT ROOT TESTING (Q2886951) (← links)
- Unit Roots: Bayesian Significance Test (Q2892623) (← links)
- A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series (Q3086366) (← links)
- Bayesian Unit Root Test for Time Series Models with Structural Breaks (Q3511924) (← links)
- Bayesian Comparison of ARIMA and Stationary ARMA Models (Q4231018) (← links)
- Exploring economic time series: a Bayesian graphical approach (Q4439302) (← links)
- Bayesian inference in the triangular cointegration model using a jeffreys prior (Q4541744) (← links)
- Bayesian tests for unit root and multiple breaks (Q5123661) (← links)
- A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge? (Q5127060) (← links)
- A local unit root test in mean for financial time series (Q5222373) (← links)