Pages that link to "Item:Q3086366"

The following pages link to A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series (Q3086366):

Displaying 6 items.

• A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
• Bayesian estimation for threshold autoregressive model with multiple structural breaks (Q2221227) (← links)
• (Q5125161) (← links)
• A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge? (Q5127060) (← links)
• (Q5157683) (← links)
• Local power of panel unit root tests allowing for structural breaks (Q5864633) (← links)