A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series

✍ Scribed by Meligkotsidou, Loukia; Tzavalis, Elias; Vrontos, Ioannis D.

• Book ID: 121484916
• Publisher: Taylor and Francis Group
• Year: 2011
• Tongue: English
• Weight: 597 KB
• Volume: 30
• Category: Article
• ISSN: 0747-4938
• DOI: 10.1080/07474938.2011.534046