Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570)
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| Language | Label | Description | Also known as |
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| English | Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach |
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Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (English)
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4 August 2016
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mean reversion
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unit roots
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GARCH
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MCMC methods
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mixture prior
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posterior odds ratio
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