Bayesian estimation and unit root test for logistic smooth transition autoregressive process
Year of publication: |
2020
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Authors: | Chaturvedi, Anoop ; Jaiswal, Shivam |
Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 18.2020, 4, p. 733-745
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Subject: | LSTAR process | Unit root | Model comparison | Parameter estimation | Bayes factor | MCMC | Einheitswurzeltest | Unit root test | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation |
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