The strength of evidence for unit autoregressive roots and structural breaks : a Bayesian perspective
Year of publication: |
2000
|
---|---|
Authors: | Marriott, John Arthur Ransome ; Newbold, Paul |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 98.2000, 1, p. 1-25
|
Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Theorie | Theory |
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