The power of the “objective” Bayesian unit-root test
Year of publication: |
2009
|
---|---|
Authors: | Ahking, Francis W. |
Published in: |
The open economics journal. - Sharjah [u.a.] : Bentham Open, ISSN 1874-9194, ZDB-ID 2488901-5. - Vol. 2.2009, p. 71-79
|
Subject: | Bayes-Statistik | Bayesian inference | Einheitswurzeltest | Unit root test |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzung: Acrobat Reader |
Other identifiers: | 10.2174/1874919400902010071 [DOI] hdl:10419/67429 [Handle] |
Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Kunst, Robert M., (2005)
-
Meligkotsidou, Loukia, (2016)
-
Meligkotsidou, Loukia, (2006)
- More ...
-
The power of the 'objective' Bayesian unit-root test
Ahking, Francis W., (2009)
-
Efficient Unit Root Tests of real Exchange Rates in the Post-Bretton Woods Era
Ahking, Francis W., (2002)
-
Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era
Ahking, Francis W., (2004)
- More ...