A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473)
From MaRDI portal
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)
0 references
19 November 2015
0 references
autoregressive models
0 references
Bayesian inference
0 references
cross-sectional dependence
0 references
model comparison
0 references
panel data
0 references
unit root detection
0 references
0 references
0 references
0 references
