Pages that link to "Item:Q3085305"
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The following pages link to Bayesian Unit Root Testing in Unobserved-ARCH Models (Q3085305):
Displaying 6 items.
- An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models (Q630100) (← links)
- Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
- Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries (Q2700527) (← links)
- Bayesian unit root test in nonnormal AR(1) model (Q2703260) (← links)
- Bayesian Unit Root Test for Time Series Models with Structural Breaks (Q3511924) (← links)
- An efficiency Bayesian unit root test in Unobserved-ARCH models (Q5373901) (← links)
