A numerical Bayesian test for cointegration of AR processes (Q1347107)
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scientific article; zbMATH DE number 739476
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical Bayesian test for cointegration of AR processes |
scientific article; zbMATH DE number 739476 |
Statements
A numerical Bayesian test for cointegration of AR processes (English)
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6 June 1995
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Bayesian Monte Carlo techniques
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posterior odds ratio test
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cointegration
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nonstationary roots
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prior information
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lag length
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foreign exchange rates
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