Bayesian Encompassing Tests of Unit Root Hypothesis
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Toulouse - GREMAQ in its series Papers with number 92.274.
Length: 37 pages
Date of creation: 1992
Date of revision:
Contact details of provider:
Postal: GREMAQ, Universite de Toulouse I Place Anatole France 31042 - Toulouse CEDEX France.
Fax: 05 61 22 55 63
Web page: http://www-gremaq.univ-tlse1.fr/
More information through EDIRC
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).
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel).
If references are entirely missing, you can add them using this form.