Approaches for the joint evaluation of hypothesis tests: Classical testing, Bayes testing, and joint confirmation
Year of publication: |
2005
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Authors: | Kunst, Robert M. |
Publisher: |
Vienna : Institute for Advanced Studies (IHS) |
Subject: | Unit Root Test | Bayes-Statistik | Zeitreihenanalyse | confirmation analysis | decision contours | unit roots |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 742068390 [GVK] hdl:10419/72298 [Handle] RePEc:ihs:ihsesp:177 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C12 - Hypothesis Testing ; C22 - Time-Series Models ; C44 - Statistical Decision Theory; Operations Research |
Source: |
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Kunst, Robert M., (2005)
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Kunst, Robert M., (2005)
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Testing for stationarity in a cointegrated system
Kunst, Robert M., (2002)
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Decision bounds for data-admissible seasonal models
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Kunst, Robert M., (1998)
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The effects of Dollar/Sterling exchange rate volatility of futures markets for coffee and cocoa
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