Pages that link to "Item:Q1104681"
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The following pages link to Bayesian skepticism on unit root econometrics (Q1104681):
Displayed 33 items.
- Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845) (← links)
- Model selection in the presence of nonstationarity (Q528002) (← links)
- Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
- A Bayesian analysis of the unit root in real exchange rates (Q758078) (← links)
- A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
- Priors for unit root models (Q1126464) (← links)
- Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
- Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
- Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
- Asymptotic Bayesian analysis based on a limited information estimator (Q1305680) (← links)
- Deciding between I(1) and I(0) (Q1341206) (← links)
- Reconciling the term structure of interest rates with the consumption-based ICAP model (Q1351345) (← links)
- Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← links)
- The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective (Q1584765) (← links)
- Characterising economic trends by Bayesian stochastic model specification search (Q1621317) (← links)
- Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
- Limited information likelihood and Bayesian analysis (Q1858933) (← links)
- Classical and Bayesian aspects of robust unit root inference (Q1899240) (← links)
- Testing for unit roots in a Bayesian framework (Q1899242) (← links)
- Structural change and unit roots (Q1909372) (← links)
- Unit root econometrics and economic nonlinearities (Q1909373) (← links)
- Bayesian unit root test for model with maintained trend (Q2566712) (← links)
- A ROBUST BAYESIAN APPROACH FOR UNIT ROOT TESTING (Q2886951) (← links)
- Unit Roots: Bayesian Significance Test (Q2892623) (← links)
- A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series (Q3086366) (← links)
- Bayesian Unit Root Test for Time Series Models with Structural Breaks (Q3511924) (← links)
- Confidence intervals for impulse responses under departures from normality (Q4384998) (← links)
- Consumption, aggregate wealth and expected stock returns: a fractional cointegration approach (Q4619547) (← links)
- A bayesian analysis of trend determination in economic time series (Q4853083) (← links)
- Bayesian tests for unit root and multiple breaks (Q5123661) (← links)
- A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge? (Q5127060) (← links)
- A local unit root test in mean for financial time series (Q5222373) (← links)
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)