Testing for unit roots in a Bayesian framework

DOI10.1016/0304-4076(94)01663-KzbMath0844.62078MaRDI QIDQ1899242

Michel Lubrano

Publication date: 1 September 1996

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01663-k

zbMATH Keywords

initial conditions; prior information; structural model; Bayesian unit root test

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F15: Bayesian inference

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