Bayesian unit root testing : the effect of choice of prior on test outcomes
Charley Xia and William Griffiths
| Year of publication: |
2012
|
|---|---|
| Authors: | Xia, Charley ; Griffiths, William E. |
| Published in: |
30th anniversary edition. - Bingley [u.a.] : Emerald, ISBN 978-1-78190-309-4. - 2012, p. 27-57
|
| Subject: | Einheitswurzeltest | Unit root test | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Australien | Australia | Wirtschaftsindikator | Economic indicator | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009712002