Bayesian Unit Root Test for Time Series Models with Structural Breaks (Q3511924): Difference between revisions
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Revision as of 12:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Unit Root Test for Time Series Models with Structural Breaks |
scientific article |
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Bayesian Unit Root Test for Time Series Models with Structural Breaks (English)
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11 July 2008
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autoregressive model
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prior distribution
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posterior odds ratio
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