A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models of Economic Series
Language: en
Pages: 0
Authors: Loukia Meligkotsidou
Categories:
Type: BOOK - Published: 2006 - Publisher:

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In this paper, a Bayesian approach is suggested to compare unit root models with stationary autoregressive models when both the level and the error variance are
On Bayesian Analysis and Unit Root Testing for Autoregressive Models in the Presence of Multiple Structural Breaks
Language: en
Pages: 0
Authors: Loukia Meligkotsidou
Categories:
Type: BOOK - Published: 2016 - Publisher:

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In this paper we suggest a Bayesian approach for inferring stationary autoregressive models allowing for possible structural changes (known as breaks) in both t
Unit Roots, Cointegration, and Structural Change
Language: en
Pages: 528
Authors: G. S. Maddala
Categories: Business & Economics
Type: BOOK - Published: 1998 - Publisher: Cambridge University Press

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A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Unit Roots and Structural Breaks
Language: en
Pages: 167
Authors: Pierre Perron
Categories: Business & Economics
Type: BOOK - Published: 2018-04-13 - Publisher: MDPI

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This book is a printed edition of the Special Issue "Unit Roots and Structural Breaks" that was published in Econometrics
Almost All about Unit Roots
Language: en
Pages: 301
Authors: In Choi
Categories: Business & Economics
Type: BOOK - Published: 2015-05-07 - Publisher: Cambridge University Press

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Many economic theories depend on the presence or absence of a unit root for their validity, and econometric and statistical theory undergo considerable changes