Is the Bayesian Approach Necessarily Better than the Classical Approach in Unit-Root Test?
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Cited by:
- Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
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More about this item
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2002-11-18 (Econometrics)
- NEP-ETS-2002-11-18 (Econometric Time Series)
- NEP-NET-2002-11-18 (Network Economics)
- NEP-RMG-2002-11-18 (Risk Management)
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