A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series
Loukia Meligkotsidou, Elias Tzavalis and Ioannis D. Vrontos
| Year of publication: |
2011
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|---|---|
| Authors: | Meligkotsidou, Loukia ; Tzavalis, Elias ; Vrontos, Ioannis D. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 30.2011, 2, p. 208-249
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| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008990443