A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive models
Loukia Meligkotsidou, Elias Tzavalis and Ioannis D. Vrontos
| Year of publication: |
July 2004 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Meligkotsidou, Loukia (contributor) ; Tzavalis, Elias (contributor) ; Vrontos, Ioannis D. (contributor) |
| Institutions: | Queen Mary College / Department of Economics (contributor) |
| Publisher: |
London : Queen Mary, Univ. of London, Dep. of Economics |
| Subject: | Einheitswurzeltest | Unit root test | Bayes-Statistik | Bayesian inference | Strukturbruch | Structural break | Autokorrelation | Autocorrelation | Induktive Statistik | Statistical inference | Verbraucherpreisindex | Consumer price index | USA | United States | Großbritannien | United Kingdom | Japan | 1957-2008 |
| Extent: | Online-Ressource, 34 p., text ill |
|---|---|
| Series: | Working paper. - London : [Verlag nicht ermittelbar], ISSN 1473-0278, ZDB-ID 2128344-8. - Vol. 514 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Other identifiers: | hdl:10419/62816 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002153105