Cointegration: Bayesian Significance Test
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Publication:4648647
DOI10.1080/03610926.2011.563021zbMath1284.62781OpenAlexW2022098707MaRDI QIDQ4648647
Julio Michael Stern, Carlos Alberto de Bragança Pereira, Márcio Augusto Diniz
Publication date: 12 November 2012
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.563021
Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Bayesian inference (62F15)
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