Bayesian Unit Root Testing: The Effect Of Choice Of Prior On Test Outcomes
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-09-09 (All new papers)
- NEP-ECM-2012-09-09 (Econometrics)
- NEP-ETS-2012-09-09 (Econometric Time Series)
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