A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models
Year of publication: |
2004-07
|
---|---|
Authors: | Meligkotsidou, Loukia ; Tzavalis, Elias ; Vrontos, Ioannis D. |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | Bayesian inference | Model comparison | Autoregressive models | Unit roots | Structural breaks |
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