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Noninformative Priors and Bayesian Testing for the AR(1) Model

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  • Berger, James O.
  • Yang, Ruo-Yong
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    Bibliographic Info

    Article provided by Cambridge University Press in its journal Econometric Theory.

    Volume (Year): 10 (1994)
    Issue (Month): 3-4 (August)
    Pages: 461-482

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    Handle: RePEc:cup:etheor:v:10:y:1994:i:3-4:p:461-482_00

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    Cited by:
    1. Peter M. Summers, 2003. "Bayesian Evidence on the Structure of Unemployment," Melbourne Institute Working Paper Series wp2003n03, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    2. Charley Xia and William Griffiths, 2012. "Bayesian Unit Root Testing: The Effect Of Choice Of Prior On Test Outcomes," Department of Economics - Working Papers Series 1152, The University of Melbourne.
    3. Kunst, Robert M., 2002. "Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration," Economics Series 121, Institute for Advanced Studies.
    4. Ni, Shawn & Sun, Dongchu, 2003. "Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models," Journal of Econometrics, Elsevier, vol. 115(1), pages 159-197, July.

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