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Testing for a unit root in the presence of stochastic volatility and leverage effect

Li, Yong; Chong, Terence Tai-Leung; Zhang, Jie - In: Economic modelling 29 (2012) 5, pp. 2035-2038

Persistent link: https://www.econbiz.de/10009666985

Posterior odds with a generalized hyper-g-prior

George, Edward I.; Maruyama, Yuzo - In: Econometric reviews 33 (2014) 1/4, pp. 251-269

Persistent link: https://www.econbiz.de/10010359808

Frequentist inference in weakley identified dynamic stochastic general equilibrium models

Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 197-229

Persistent link: https://www.econbiz.de/10010126204

A new approach to Bayesian hypothesis testing

Li, Yong; Zeng, Tao; Yu, Jun - In: Journal of econometrics 178 (2014) 1, pp. 602-612

Persistent link: https://www.econbiz.de/10010256849

Testing volatility persistence on Markov switching stochastic volatility models

Pan, Qi; Li, Yong - In: Economic modelling 35 (2013), pp. 45-50

Persistent link: https://www.econbiz.de/10010258578

A Bayesian extension of the J-test for non-nested hypotheses

Ghali, Moheb A.; Krieg, John M.; Rao, K. Surekha - In: Journal of quantitative economics : official journal of … 9 (2011) 1, pp. 53-72

Persistent link: https://www.econbiz.de/10010337921

Identifying emerging customer requirements in an early design stage by applying bayes factor-based sequential analysis

Wang, Yue; Zeng, Mingzhe - In: IEEE transactions on engineering management : EM 61 (2014) 1, pp. 129-137

Persistent link: https://www.econbiz.de/10010338011

Testing for integration using evolving trend and seasonals models : a Bayesian approach

Koop, Gary; Dijk, Herman K. van; Hoek, Henk - 1997

In this paper, we make use of state space models to investigate the presence of stochastic trends in economic time series. A model is specified where such a trend can enter either in the autoregressive representation or in a separate state equation. Tests based on the former are analogous to...

Persistent link: https://www.econbiz.de/10010338455

A Bayesian chi-squared test for hypothesis testing

Li, Yong; Liu, Xiao-Bin; Yu, Jun - In: Journal of econometrics 189 (2015) 1, pp. 54-69

Persistent link: https://www.econbiz.de/10011502408

Divergent priors and well behaved Bayes factors

Strachan, Rodney W.; Dijk, Herman K. van - In: Central European journal of economic modelling and … 6 (2014) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10010503070