The object of this paper is to report, for a simple testing problem of a unit root hypothesis, some experience regarding the numerical problems involved by using a Bayesian encompassing test, i.e., a Bayesian procedure that treats the null and the alternative hypotheses as different models, the...

This paper focuses on the estimation of an approximated function and its derivatives. Let us assume that the data-generating process can be described by a family of regression models null, where a is a multi-index of differentiation such that D_αnull(x_i) is the αth derivative of null(<italic>x</italic>) with...