‘Objective’ bayesian unit root tests
- 1 January 1992
- journal article
- research article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 7 (1) , 65-82
- https://doi.org/10.1002/jae.3950070107
Abstract
No abstract availableKeywords
This publication has 11 references indexed in Scilit:
- Understanding spurious regressions in econometricsPublished by Elsevier ,2002
- Intertemporal Properties of Real Output: A Bayesian AnalysisJournal of Business & Economic Statistics, 1991
- Tests For Unit Roots: A Monte Carlo InvestigationPublished by National Bureau of Economic Research ,1988
- Are Output Fluctuations Transitory?The Quarterly Journal of Economics, 1987
- Testing Precise HypothesesStatistical Science, 1987
- Statistical Decision Theory and Bayesian AnalysisPublished by Springer Nature ,1985
- Testing for unit roots in autoregressive-moving average models of unknown orderBiometrika, 1984
- Trends and random walks in macroeconmic time seriesJournal of Monetary Economics, 1982
- Spurious Periodicity in Inappropriately Detrended Time SeriesEconometrica, 1981
- Distribution of the Estimators for Autoregressive Time Series With a Unit RootJournal of the American Statistical Association, 1979