On Bayesian Analysis and Unit Root Testing for Autoregressive Models in the Presence of Multiple Structural Breaks
Year of publication: |
2016
|
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Authors: | Meligkotsidou, Loukia ; Tzavalis, Elias ; Vrontos, Ioannis D. |
Publisher: |
[S.l.] : SSRN |
Subject: | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Autokorrelation | Autocorrelation |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.965419 [DOI] |
Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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