Add to ORKGIn this paper we want to shed some more light on an old debate about classical and Bayesian unit root tests. Within this discussion, Koop (1992) proposed a set of Bayesian unit root tests that aims at overcoming many of the traditional unit root tests drawbacks, but do not depend on the researcher’s prior opinion. Our aim is to further investigate, via simulations, Koop’s Bayesian unit root tests after a few years of silence, also in comparative terms with regards to classical test
Abstract. We propose to study, by two different approaches, Bayesian and classical, the test of the ...
Abstract: A new posterior odds analysis is proposed to test for a unit root in volatility dynamics i...
This paper has two themes. First, we classify some effects which outliers in the data have on unit r...
In this paper we want to shed some more light on an old debate about classical and Bayesian unit roo...
Abstract: Some researchers, for example, Koop [1], and Sims [2], have advocated for Bayesian alterna...
Some researchers, for example, Koop (1992), and Sims (1988), advocated for Bayesian alternatives to ...
Some researchers, for example, Koop (1992), and Sims (1988), advocated for Bayesian alternatives to ...
Some researchers, for example, Koop (1992), and Sims (1988), advocated for Bayesian alternatives to ...
Classical and Bayesian unit root test procedures are reviewed, with an emphasis on testing principle...
This paper examines several grounds for doubting the value of much of the special attention recently...
This article uses a Bayesian unit-root test in stochastic volatility models. The time series of inte...
The object of this paper is to report, for a simple testing problem of a unit root hypothesis, some ...
A Bayesian approach to distinguishing between nonlinear and unit root behavior offers several practi...
Tests series for a unit root using the Bayesian procedure outlined in C. Sims, "Bayesian Skepticism ...
Unit root tests based on classical marginal likelihood are practically uniformly most powerful (Fran...
Abstract. We propose to study, by two different approaches, Bayesian and classical, the test of the ...
Abstract: A new posterior odds analysis is proposed to test for a unit root in volatility dynamics i...
This paper has two themes. First, we classify some effects which outliers in the data have on unit r...
In this paper we want to shed some more light on an old debate about classical and Bayesian unit roo...
Abstract: Some researchers, for example, Koop [1], and Sims [2], have advocated for Bayesian alterna...
Some researchers, for example, Koop (1992), and Sims (1988), advocated for Bayesian alternatives to ...
Some researchers, for example, Koop (1992), and Sims (1988), advocated for Bayesian alternatives to ...
Some researchers, for example, Koop (1992), and Sims (1988), advocated for Bayesian alternatives to ...
Classical and Bayesian unit root test procedures are reviewed, with an emphasis on testing principle...
This paper examines several grounds for doubting the value of much of the special attention recently...
This article uses a Bayesian unit-root test in stochastic volatility models. The time series of inte...
The object of this paper is to report, for a simple testing problem of a unit root hypothesis, some ...
A Bayesian approach to distinguishing between nonlinear and unit root behavior offers several practi...
Tests series for a unit root using the Bayesian procedure outlined in C. Sims, "Bayesian Skepticism ...
Unit root tests based on classical marginal likelihood are practically uniformly most powerful (Fran...
Abstract. We propose to study, by two different approaches, Bayesian and classical, the test of the ...
Abstract: A new posterior odds analysis is proposed to test for a unit root in volatility dynamics i...
This paper has two themes. First, we classify some effects which outliers in the data have on unit r...