Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model
Year of publication: |
2010-01
|
---|---|
Authors: | Leon-Gonzalez, Roberto ; Yang, Fuyu |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Stochastic Unit Root | MCMC | Bayesian |
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