An efficiency Bayesian unit root test in unobserved-ARCH models (Q5373901)
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scientific article; zbMATH DE number 6800825
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | An efficiency Bayesian unit root test in unobserved-ARCH models |
scientific article; zbMATH DE number 6800825 |
Statements
An efficiency Bayesian unit root test in Unobserved-ARCH models (English)
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27 October 2017
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Bayes factor
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Gibbs sampling
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Monte Carlo Markov chain
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unit root
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unobserved-ARCH models
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autoregressive conditional heteroscedasticity
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0.9252321720123292
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0.808279275894165
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0.801837146282196
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0.801837146282196
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0.7967345714569092
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