Ahking, Francis W. - In: The Open Economics Journal 2 (2009), pp. 71-79
Some researchers, for example, Koop [1], and Sims [2], have advocated for Bayesian alternatives to unit-root testing over the classical approach using the augmented Dickey-Fuller test (ADF). This paper studies the power of what Koop [1] has called the Objective" Bayesian approach to unit-root...
