Bayesian model selection for unit root testing with multiple structural breaks (Q1659151)

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scientific article; zbMATH DE number 6918354
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Bayesian model selection for unit root testing with multiple structural breaks
scientific article; zbMATH DE number 6918354

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    Bayesian model selection for unit root testing with multiple structural breaks (English)
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    15 August 2018
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    Bayesian model selection
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    Markov chain Monte Carlo
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    multiple structural breaks
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    OECD unemployment rates
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    unit root test
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