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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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Business & Economics
Multiple Breaks
100%
Unit Root
68%
Nonstationarity
40%
Posterior Probability
29%
Mixed Model
27%
Time Trends
26%
Markov Chain Monte Carlo
26%
Bayesian Approach
24%
Crash
23%
Growth Model
21%
Mathematics
Unit Root
84%
Crash
31%
Multiple Tests
31%
Nonstationarity
29%
Posterior Probability
25%
Mixed Model
24%
Growth Model
24%
Markov Chain Monte Carlo
22%
Trends
21%
Bayesian Approach
21%
Model
21%
Evidence
18%
Zero
11%