Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
Shivam Jaiswal, Anoop Chaturvedi and Muhammad Ishaq Bhatti
| Year of publication: |
2022
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| Authors: | Jaiswal, Shivam ; Chaturvedi, Anoop ; Bhatti, Muhammad Ishaq |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 26.2022, 1, p. 25-34
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| Subject: | Bayes factor | ESTAR process | OECD | posterior odds ratio | real effective exchange rate (REER) | unit root | OECD-Staaten | OECD countries | Kaufkraftparität | Purchasing power parity | Einheitswurzeltest | Unit root test | Theorie | Theory | Autokorrelation | Autocorrelation | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2019-0133 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013334612