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Bayesian tests for unit root and multiple breaks
Man Suk Oh
, Dong Wan Shin
Department of Statistics
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Dive into the research topics of 'Bayesian tests for unit root and multiple breaks'. Together they form a unique fingerprint.
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Mathematics
Bayesian
100%
Markov Chain Monte Carlo
50%
Mixed Model
50%
Time Trend
50%
Strong Evidence
50%
Bayesian Approach
50%
Real Data
50%
Engineering
Bayesian Approach
100%
Real Data
100%
Nonzero Parameter
100%
Posterior Probability
100%
Economics, Econometrics and Finance
Unit Root
100%
Bayesian
100%
Markov Chain Monte Carlo
33%
Growth Theory
33%
Psychology
Markov Chain Monte Carlo
100%
Mixed Model
100%
Earth and Planetary Sciences
Nonstationarity
100%
Markov Chain Monte Carlo
100%