Bayesian estimation and model selection in the generalised stochastic unit root model
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- Yang Fuyu & Leon-Gonzalez Roberto, 2010. "Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(4), pages 1-38, September.
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
Keywords
Stochastic Unit Root; MCMC; Bayesian;All these keywords.
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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2010-01-30 (Econometrics)
- NEP-ETS-2010-01-30 (Econometric Time Series)
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