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Cointegration and unit root tests: A fully Bayesian approach - MaRDI portal

Cointegration and unit root tests: A fully Bayesian approach

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Publication:6342346

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DOI10.3390/e22090968arXiv2006.04499WikidataQ104108176 ScholiaQ104108176MaRDI QIDQ6342346

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

Publication date: 8 June 2020

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

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