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"A Bayesian method of distinguishing unit root from stationary processes ..."

Loukia Meligkotsidou, Elias Tzavalis, Ioannis D. Vrontos (2014)

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DOI: 10.1007/S11222-012-9371-3

access: closed

type: Journal Article

metadata version: 2020-03-25

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  - journals/sac/MeligkotsidouTV14
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  - https://dblp.org/rec/journals/sac/MeligkotsidouTV14
Loukia Meligkotsidou, Elias Tzavalis, Ioannis D. Vrontos:
A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence. Stat. Comput. 24(3): 297-315 (2014)

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