Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries (Q2700527)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries |
scientific article |
Statements
Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries (English)
0 references
27 April 2023
0 references
Bayes factor
0 references
ESTAR process
0 references
OECD
0 references
posterior odds ratio
0 references
real effective exchange rate (REER)
0 references
unit root
0 references
0 references
0 references
0 references