Bayesian estimation and model selection in the generalized stochastic unit root model
Fuyu Yang; Roberto Leon-Gonzalez
| Year of publication: |
2010
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|---|---|
| Authors: | Yang, Fuyu ; Leon-Gonzalez, Roberto |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 14.2010, 4, p. 1-36
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| Subject: | Bayes-Statistik | Bayesian inference | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2202/1558-3708.1766 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009515138