Bayesian tests for unit root and multiple breaks

Oh, Man-Suk, Shin, Dong Wan . Journal of Applied Statistics 2010. 37 (11-12) :1863-1874

Locate this article in:

Bibtex

@article{CIS-251812,
  Author = {Oh, Man-Suk and Shin, Dong Wan},
  Title = {Bayesian tests for unit root and multiple breaks},
  Journal = {Journal of Applied Statistics},
  Volume = {37},
  Number = {11-12},
  Year = {2010},
  Pages = {1863--1874},
  Keywords = {Markov chain Monte Carlo, unit root test}
}

Similar articles