Pages that link to "Item:Q1659151"
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The following pages link to Bayesian model selection for unit root testing with multiple structural breaks (Q1659151):
Displayed 3 items.
- Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
- Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
- A local unit root test in mean for financial time series (Q5222373) (← links)