The following pages link to Priors for unit root models (Q1126464):
Displaying 6 items.
- Expert information and nonparametric Bayesian inference of rare events (Q516475) (← links)
- Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
- Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
- Priors about observables in vector autoregressions (Q1740294) (← links)
- Testing for unit roots in a Bayesian framework (Q1899242) (← links)
- The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis (Q5484691) (← links)
