Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model

DOI10.2202/1558-3708.1766zbMath1202.62126OpenAlexW1510803779MaRDI QIDQ3064343

Fuyu Yang, Roberto Leon-Gonzalez

Publication date: 21 December 2010

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1766

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Economic time series analysis (91B84)

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