Due to weaknesses in traditional tests, a Bayesian approach is developed to investigate whether unit roots exist in macroeconomic time-series. Bayesian posterior odds comparing unit root models to ...
A nonparametric, residual-based block bootstrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the ...
Forbes contributors publish independent expert analyses and insights. Craig S. Smith, Eye on AI host and former NYT writer, covers AI. Software development is a creative endeavor, but it can be filled ...
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