Bayesian Unit Root Test for Time Series Models with Structural Breaks (Q3511924)

From MaRDI portal
Revision as of 11:36, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Bayesian Unit Root Test for Time Series Models with Structural Breaks
scientific article

    Statements

    Bayesian Unit Root Test for Time Series Models with Structural Breaks (English)
    0 references
    0 references
    0 references
    11 July 2008
    0 references
    autoregressive model
    0 references
    prior distribution
    0 references
    posterior odds ratio
    0 references

    Identifiers