A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473): Difference between revisions
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Revision as of 02:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence |
scientific article |
Statements
A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (English)
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19 November 2015
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autoregressive models
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Bayesian inference
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cross-sectional dependence
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model comparison
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panel data
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unit root detection
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