The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective
type: Item
instance of: scholarly article
title: The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective
zbMATH Open document ID: 0966.62059
DOI: 10.1016/S0304-4076(99)00077-9
author: Paul Newbold
author: John Marriott
published in: Journal of Econometrics
publication date: 2001-08-17T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1525530
zbMATH Keywords: Bayesian analysis
zbMATH Keywords: posterior odds
zbMATH Keywords: structural breaks
zbMATH Keywords: unit autoregressive roots
MaRDI profile type: Publication
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full work available at URL: s0304-4076(99)00077-9
OpenAlex ID: W2084545158
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description: scientific article; zbMATH DE number 1525530