Bayesian model selection for unit root testing with multiple structural breaks
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DOI: 10.1016/j.csda.2014.08.016
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- Magris Martin & Iosifidis Alexandros, 2021. "Approximate Bayes factors for unit root testing," Papers 2102.10048, arXiv.org, revised Feb 2021.
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Keywords
Bayesian model selection; Markov chain Monte Carlo; Multiple structural breaks; OECD unemployment rates; Unit root test;All these keywords.
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