Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model
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DOI: 10.2202/1558-3708.1766
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- Roberto Leon-Gonzalez & Fuyu Yang, 2010. "Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model," SFB 649 Discussion Papers SFB649DP2010-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
References listed on IDEAS
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- Pedro Clavijo-Cortes, 2021. "How persistent is unemployment in major Latin American economies?," Economics Bulletin, AccessEcon, vol. 41(2), pages 342-360.
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More about this item
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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