Pages that link to "Item:Q1899242"
From MaRDI portal
The following pages link to Testing for unit roots in a Bayesian framework (Q1899242):
Displaying 28 items.
- On the stability of the unit root test (Q427976) (← links)
- 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)
- A Bayesian analysis of the unit root in real exchange rates (Q758078) (← links)
- BIC-based unit-root detection: simulation-based evidence (Q864807) (← 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)
- Deciding between I(1) and I(0) (Q1341206) (← links)
- The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective (Q1584765) (← links)
- Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
- Testing for unit roots in a Bayesian framework (Q1899242) (← links)
- Bayesian unit root test for model with maintained trend (Q2566712) (← 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)
- A robust Bayesian approach for unit root testing (Q2886951) (← links)
- Unit Roots: Bayesian Significance Test (Q2892623) (← links)
- Bayesian Unit Root Testing in Unobserved-ARCH Models (Q3085305) (← 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)
- Understanding Unit Rooters: A Helicopter Tour (Q3989217) (← links)
- Bayesian Comparison of ARIMA and Stationary ARMA Models (Q4231018) (← links)
- Exploring economic time series: a Bayesian graphical approach (Q4439302) (← links)
- Bayesian inference in the triangular cointegration model using a jeffreys prior (Q4541744) (← links)
- Bayesian unit root testing for time series with heavy distribution (Q4687875) (← 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)
- An efficiency Bayesian unit root test in Unobserved-ARCH models (Q5373901) (← links)
