Bayesian model selection for unit root testing with multiple structural breaks

Vosseler, Alexander

doi:10.1016/j.csda.2014.08.016

Cited by 8 publications

(1 citation statement)

References 67 publications

(68 reference statements)

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“…De Lee, Lee, and Chang 2009, p. 326, for a survey and Bakas and Papapetrou 2014, Bolat, Tiwari, and Erdayi 2014and Sandberg 2016. Today the literature also comprises many other approaches to unit root testing such as Bayesian analyses (Vosseler 2016), Smooth Transition models (Akdo¼ gan 2015), quantile unit root tests (Lee, Hu, Li, and Tsong 2013), Fourier unit root tests (Cheng, Wu, Lee, andChang 2014 andMeng et al 2017), just to name a few. Historically, there is a tendency that evidence of non-stationary unemployment rates is found for the EU countries while this is not the case for US data.…”

Section: Introductionmentioning

confidence: 99%

Decoding unemployment persistence: an econometric framework for identifying and comparing the sources of persistence with an application to UK macrodata

Møller

2017

Empir Econ

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