Unit Roots: Bayesian Significance Test
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Publication:2892623
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
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)
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