Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach |
scientific article; zbMATH DE number 6609187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach |
scientific article; zbMATH DE number 6609187 |
Statements
Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (English)
0 references
4 August 2016
0 references
mean reversion
0 references
unit roots
0 references
GARCH
0 references
MCMC methods
0 references
mixture prior
0 references
posterior odds ratio
0 references
0 references
0 references
0 references
0 references
