Unit Roots: Bayesian Significance Test

DOI10.1080/03610926.2010.508148zbMath1239.62105OpenAlexW2133151016MaRDI QIDQ2892623

Julio Michael Stern, Márcio Augusto Diniz, Carlos Alberto de Bragança Pereira

Publication date: 19 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://philarchive.org/rec/STEURB

zbMATH Keywords

time series

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Bayesian inference (62F15) Economic time series analysis (91B84)

Related Items (3)

A local unit root test in mean for financial time series ⋮ The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program ⋮ Optimization models for reaction networks: information divergence, quadratic programming and Kirchhoff's laws

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