Bayesian estimation and unit root test for logistic smooth transition autoregressive process
Anoop Chaturvedi, Shivam Jaiswal
| Year of publication: |
2020
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|---|---|
| Authors: | Chaturvedi, Anoop ; Jaiswal, Shivam |
| Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 18.2020, 4, p. 733-745
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| Subject: | LSTAR process | Unit root | Model comparison | Parameter estimation | Bayes factor | MCMC | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40953-019-00193-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012418877