Bayesian tests for unit root and multiple breaks
Year of publication: |
2010
|
---|---|
Authors: | Oh, Man-Suk ; Shin, Dong Wan |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 37.2010, 11, p. 1863-1874
|
Publisher: |
Taylor & Francis Journals |
Subject: | multiple breaks | unit root test | Markov chain Monte Carlo |
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