A robust Bayesian approach for unit root testing
Year of publication: |
2007
|
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Authors: | Conigliani, Caterina ; Spezzaferri, Fulvio |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 3, p. 440-463
|
Subject: | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Bayes-Statistik | Bayesian inference | Robustes Verfahren | Robust statistics | Einheitswurzeltest | Unit root test | Theorie | Theory |
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