Bayesian estimation and model selection in the generalized stochastic unit root model

DOI10.2202/1558-3708.1766MaRDI QIDQ3064343zbMATH OpenOpenAlexFDO

Authors Fuyu Yang, Roberto Leon-Gonzalez

Publication date 21 December 2010

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1558-3708.1766

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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