Bayesian Unit Root Test for Time Series Models with Structural Breaks (Q3511924): Difference between revisions

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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Bayesian Unit Root Test in Nonnormal AR(1) Model
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Testing for unit roots in a Bayesian framework
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+Unit Roots, Cointegration, and Structural Change
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+A Bayesian analysis of the unit root in real exchange rates
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+Q4224632
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+Q4224639
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+Bayesian skepticism on unit root econometrics
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+Understanding Unit Rooters: A Helicopter Tour
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