Posterior odds testing for a unit root with data-based model selection

Econometric Theory

Volumn 10, Issue 3-4, 1994, Pages 774-808

  Phillips, Peter C b ^a   Ploberger, Werner ^b  

^a YALE UNIVERSITY   (United States)

^b VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84939893867     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S026646660000877X     Document Type: Article

References (25)

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