Pages that link to "Item:Q1584765"
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The following pages link to The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective (Q1584765):
Displaying 6 items.
- Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
- A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
- Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
- A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series (Q3086366) (← links)
- Bayesian tests for unit root and multiple breaks (Q5123661) (← links)
- A local unit root test in mean for financial time series (Q5222373) (← links)
