Noninformative Priors and Bayesian Testing for the AR(1) Model
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- Kunst, Robert M., 2002. "Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration," Economics Series 121, Institute for Advanced Studies.
- Summers, Peter M., 2004.
"Bayesian evidence on the structure of unemployment,"
Elsevier, vol. 83(3), pages 299-306, June.
- 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.
- Shinichiro Shirota & Yasuhiro Omori & Hedibert. F. Lopes & Haixiang Piao, 2016. "Cholesky Realized Stochastic Volatility Model," CIRJE F-Series CIRJE-F-1019, CIRJE, Faculty of Economics, University of Tokyo.
- 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.
- Tanja Krone & Casper J. Albers & Marieke E. Timmerman, 2017. "A comparative simulation study of AR(1) estimators in short time series," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(1), pages 1-21, January.
- 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.
- repec:bla:jtsera:v:38:y:2017:i:6:p:923-935 is not listed on IDEAS
- Shinichiro Shirota & Yasuhiro Omori & Hedibert. F. Lopes & Haixiang Piao, 2015. "Cholesky Realized Stochastic Volatility Model," CIRJE F-Series CIRJE-F-979, CIRJE, Faculty of Economics, University of Tokyo.
- Schmidt, Daniel F. & Makalic, Enes, 2016. "Minimum message length analysis of multiple short time series," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 318-328.
- repec:eee:ecosta:v:3:y:2017:i:c:p:34-59 is not listed on IDEAS
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