✦ LIBER ✦

Bayesian skepticism on unit root econometrics

✍ Scribed by Christopher A. Sims

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On Bayesian routes to unit roots

✍ Peter C. Schotman; Herman K. Van Dijk 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 793 KB

Bayesian unit-root tests for Stochastic

✍ Zeynep I. Kalaylıoğlu; Sujit K. Ghosh 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 745 KB

Bayesian unit root test for model with m

✍ Anoop Chaturvedi; Jitendra Kumar 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 189 KB

Bayesian Unit Root Test in Nonnormal AR(

✍ Hikaru Hasegawa; Anoop Chaturvedi; Tran Van Hoa 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 219 KB

Bayesian approaches to the ‘unit root’ p

✍ James H. Stock 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 663 KB

On bootstrapping regressions with unit r

✍ Hongyi Li; Zhijie Xiao 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 91 KB