Testing for integration using evolving trend and seasonals models: A Bayesian approach.
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Cited in
(9)- Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function
- Deciding between I(1) and I(0)
- Characterising economic trends by Bayesian stochastic model specification search
- Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
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- Trends and cycles in economic time series: a Bayesian approach
- A bayesian analysis of trend determination in economic time series
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