Bayesian Unit Root Testing in Unobserved-ARCH Models

Communications in Statistics - Simulation and Computation 2011 / 01 Vol. 40; Iss. 2

Bayesian Unit Root Testing in Unobserved-ARCH Models

Lak, Fazlollah
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Volume:
40
Language:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2010.533228
Date:
January, 2011
File:
PDF, 117 KB
english, 2011
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