Bayesian unit root test in double threshold heteroskedastic models
Cathy W. S. Chen; Shu-Yu Chen; Sangyeol Lee
| Year of publication: |
2013
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|---|---|
| Authors: | Chen, Cathy W. S. ; Chen, Shu-yu ; Lee, Sangyeol |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 42.2013, 4, p. 471-490
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| Subject: | Bayesian hypothesis testing | SETAR | GARCH | Unit-root test | Markov chain Monte Carlo method | Posterior odds ratio | Theorie | Theory | Einheitswurzeltest | Unit root test | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Schätzung | Estimation |
| 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/10010249863