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Sunday, May 10, 2020 | History

1 edition of Classical and Bayesian methods of testing for unit roots. found in the catalog.

Classical and Bayesian methods of testing for unit roots.

Classical and Bayesian methods of testing for unit roots.

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Published by Wiley in Chichester, West Sussex .
Written in English


Edition Notes

Cover title: Journal of AppliedEconometrics: Themed issue: Classical and Bayesian methods of testing for unit roots, volume 6, October-December 1991.

Other titlesJournal of Applied Econometrics.
ID Numbers
Open LibraryOL14275711M


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Classical and Bayesian methods of testing for unit roots Download PDF EPUB FB2

By leveraging priors, Bayesian A/B testing often needs fewer data points to reach a conclusion than other methods. For example, let’s say we use a Author: Michael Frasco.

Most empirical work on unit roots has relied on classical tests of the type described above. But Bayesian methods are also available and appear to offer certainAuthor: Peter C.

Phillips. A Bayesian testing approach for a periodic unit root in quarterly and monthly data is presented. Further a Bayesian test is introduced to test for unit roots at (non)seasonal spectral frequencies.

Get free shipping on Unit Roots, Cointegration, and Structural Change ISBN from TextbookRush at a great price and get free shipping on orders over $35.

I would suggest Modeling and Reasoning with Bayesian Networks: Adnan Darwiche. This is an excellent book on Bayesian Network and it is very easy to follow.