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ArticleTesting for unit roots in a Bayesian framework

Michel Lubrano1995

Article1995

Testing for unit roots in a Bayesian framework

45 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Economic theories and models Diverse Scientific and Economic Studies

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References

1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1982Trends and random walks in macroeconmic time series 1986The theory and practice of econometrics 1988Bayesian skepticism on unit root econometrics 1991To criticize the critics: An objective bayesian analysis of stochastic trends 1991Reconsidering ‘trends and random walks in macroeconomic time series’1991On Bayesian routes to unit roots 1991The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function

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2000US deficit sustainability: a new approach based on multiple endogenous breaks 2000The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective 2001Stationarity and structural breaks — evidence from classical and Bayesian approaches 2019Priors about observables in vector autoregressions

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1994A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Modelsarticle · 7 shared references 1995Classical and Bayesian aspects of robust unit root inferencearticle · 7 shared references 1996Time-Series-Based Econometricsbook · 6 shared references 1994WHAT MACROECONOMISTS SHOULD KNOW ABOUT UNIT ROOTSarticle · 6 shared references 1994A bayesian analysis of trend determination in economic time seriesarticle · 6 shared references 1995Progressive Modeling of Macroeconomic Time Series The LSE Methodologychapter · 5 shared references

Details

Year1995

Typearticle

Published1995-09-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations45

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0304-4076(94)01663-k

openalex_workW2026096907

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