The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective

Journal of Econometrics

Volumn 98, Issue 1, 2000, Pages 1-25

  Marriott, John ^a   Newbold, Paul ^b  

^a NOTTINGHAM TRENT UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF NOTTINGHAM   (United Kingdom)

Author keywords

Bayesian analysis; Posterior odds; Structural breaks; Unit autoregressive roots

Indexed keywords

EID: 0347948987     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(99)00077-9     Document Type: Article

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