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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Postal: GREMAQ, Universite de Toulouse I Place Anatole France 31042 - Toulouse CEDEX France.
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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.
- Florens, J.-P. & Larribeau, S. & Mouchart, M., . "Bayesian encompassing tests of a unit root hypothesis," CORE Discussion Papers RP -1120, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Phillips, Peter C. B., 1995.
"Bayesian model selection and prediction with empirical applications,"
Journal of Econometrics,
Elsevier, vol. 69(1), pages 289-331, September.
- 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.
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