A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series
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- Yiannis Karavias & Elias Tzavalis, "undated".
"The power performance of fixed-T panel unit root tests allowing for structural breaks,"
13/01, University of Nottingham, Granger Centre for Time Series Econometrics.
- Karavias, Yiannis & Tzavalis, Elias, 2013. "The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks," MPRA Paper 46012, University Library of Munich, Germany.
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KeywordsAutoregressive models; Bayesian inference; Model comparison; Structural breaks; Unit roots;
StatisticsAccess and download statistics
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