Pages that link to "Item:Q758078"

The following pages link to A Bayesian analysis of the unit root in real exchange rates (Q758078):

Displaying 30 items.

• Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
• Bayesian estimation of an extended local scale stochastic volatility model (Q737916) (← links)
• A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
• Bayesian significance testing and multiple comparisons from MCMC outputs (Q1023691) (← links)
• Bayes, Bernoullis, and Basel. Proceedings of the 1st Riverboat conference, April 29--May 4, 1993, Basel -- Amsterdam (Q1126456) (← links)
• Priors for unit root models (Q1126464) (← links)
• A Bayesian approach to the empirical valuation of bond options (Q1126472) (← links)
• Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
• Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
• An outlier robust unit root test with an application to the extended Nelson-Plosser data (Q1347098) (← links)
• A numerical Bayesian test for cointegration of AR processes (Q1347107) (← links)
• Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← links)
• The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective (Q1584765) (← links)
• Testing for integration using evolving trend and seasonals models: A Bayesian approach. (Q1586560) (← links)
• Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
• Classical and Bayesian aspects of robust unit root inference (Q1899240) (← links)
• Testing for unit roots in a Bayesian framework (Q1899242) (← links)
• Dynamic variable selection with spike-and-slab process priors (Q2057381) (← links)
• Management estimation in banking (Q2301972) (← links)
• Bayesian unit root test for model with maintained trend (Q2566712) (← links)
• A ROBUST BAYESIAN APPROACH FOR UNIT ROOT TESTING (Q2886951) (← links)
• Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (Q3065508) (← 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)
• Bayes estimates of muIti-criteria decision alternatives using Monte Carlo integration (Q3142170) (← links)
• Bayesian Unit Root Test for Time Series Models with Structural Breaks (Q3511924) (← links)
• BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL (Q4432539) (← links)
• Bayesian inference in the triangular cointegration model using a jeffreys prior (Q4541744) (← links)
• (Q5125161) (← links)
• A local unit root test in mean for financial time series (Q5222373) (← links)
• Bayesian reconciliation of return predictability (Q6645244) (← links)