A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473)
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scientific article; zbMATH DE number 6511666
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| English | A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence |
scientific article; zbMATH DE number 6511666 |
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A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (English)
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19 November 2015
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autoregressive models
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Bayesian inference
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cross-sectional dependence
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model comparison
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panel data
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unit root detection
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0.7944611310958862
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0.7914139032363892
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0.7879127860069275
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0.7854510545730591
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0.7831144332885742
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