An Efficient Stochastic Simulation Algorithm for Bayesian Unit Root Testing in Stochastic Volatility Models
| Year of publication: |
2011
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|---|---|
| Authors: | Li, Yong ; Ni, Zhongxin ; Zhang, Jie |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 37.2011, 3, p. 237-249
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