𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Bayesian unit root test for model with maintained trend

✍ Scribed by Anoop Chaturvedi; Jitendra Kumar


Book ID
108267258
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
189 KB
Volume
74
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Bootstrap tests for unit roots in season
✍ Zacharias Psaradakis πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 101 KB

This paper proposes bootstrap tests for the presence of unit roots in a seasonal autoregressive model. The asymptotic validity of the proposed bootstrap scheme is established, and Monte Carlo experiments are used to investigate the small-sample performance of the tests.