Characterising economic trends by Bayesian stochastic model specification search

DOI10.1016/j.csda.2013.02.024zbMath1471.62078OpenAlexW1991583379MaRDI QIDQ1621317

Tommaso Proietti, Stefano Grassi

Publication date: 8 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.02.024

zbMATH Keywords

stationarityBayesian model selectionunit rootsvariable selectionstochastic trends

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

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