A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive models
Loukia Meligkotsidou, Elias Tzavalis and Ioannis D. Vrontos
| Year of publication: |
July 2004 ; [Elektronische Ressource]
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|---|---|
| Other Persons: | Meligkotsidou, Loukia (contributor) ; Tzavalis, Elias (contributor) ; Vrontos, Ioannis D. (contributor) |
| Institutions: | Queen Mary College / Department of Economics (contributor) |
| Publisher: |
London : Queen Mary, Univ. of London, Dep. of Economics |
| Subject: | Einheitswurzeltest | Unit root test | Bayes-Statistik | Bayesian inference | Strukturbruch | Structural break | Autokorrelation | Autocorrelation | Induktive Statistik | Statistical inference | Verbraucherpreisindex | Consumer price index | USA | United States | Großbritannien | United Kingdom | Japan | 1957-2008 |
