Bayesian model selection for unit root testing with multiple structural breaks

DOI10.1016/j.csda.2014.08.016zbMath1466.62207OpenAlexW2081617213MaRDI QIDQ1659151

Alexander Vosseler

Publication date: 15 August 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.2014.08.016

zbMATH Keywords

Markov chain Monte CarloBayesian model selectionunit root testmultiple structural breaksOECD unemployment rates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08)

Related Items

Forecasting seasonal time series data: a Bayesian model averaging approach, Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach, A local unit root test in mean for financial time series

Uses Software

• elicit-normlin

Cites Work

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