Bayesian Encompassing Tests of Unit Root Hypothesis
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Bibliographic InfoPaper provided by Toulouse - GREMAQ in its series Papers with number 92.274.
Length: 37 pages
Date of creation: 1992
Date of revision:
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economic models ; econometrics;
Other versions of this item:
- Florens, Jean-Pierre & Larribeau, Sophie & Mouchart, Michel, 1994. "Bayesian Encompassing Tests of a Unit Root Hypothesis," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 747-763, August.
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- Peter C.B. Phillips, 1992.
"Bayesian Model Selection and Prediction with Empirical Applications,"
Cowles Foundation Discussion Papers
1023, Cowles Foundation for Research in Economics, Yale University.
- Phillips, Peter C. B., 1995. "Bayesian model selection and prediction with empirical applications," Journal of Econometrics, Elsevier, vol. 69(1), pages 289-331, September.
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