An efficiency Bayesian unit root test in Unobserved-ARCH models (Q5373901)
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scientific article; zbMATH DE number 6800825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficiency Bayesian unit root test in Unobserved-ARCH models |
scientific article; zbMATH DE number 6800825 |
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An efficiency Bayesian unit root test in Unobserved-ARCH models (English)
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27 October 2017
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Bayes factor
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Gibbs sampling
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Monte Carlo Markov chain
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unit root
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unobserved-ARCH models
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autoregressive conditional heteroscedasticity
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