Bayesian Unit Root Testing in Unobserved-ARCH Models

  • Fazlollah Lak
  • Published 2011 in
    Communications in Statistics - Simulation and…

Abstract

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DOI: 10.1080/03610918.2010.533228

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Cite this paper

@article{Lak2011BayesianUR, title={Bayesian Unit Root Testing in Unobserved-ARCH Models}, author={Fazlollah Lak}, journal={Communications in Statistics - Simulation and Computation}, year={2011}, volume={40}, pages={220-227} }