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Statistical tests / Statistical inference / Statistical hypothesis testing / Dickey–Fuller test / Unit root / Statistical power / Null hypothesis / Bootstrapping / One- and two-tailed tests / Statistics / Time series analysis / Hypothesis testing


Melbourne Institute Working Paper Series Working Paper No[removed]Bayesian Inference for a Threshold Autoregression with a Unit Root Penelope Smith
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Document Date: 2010-06-16 01:21:50


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Institute Working Paper Series Working Paper No. / Social Research The University of Melbourne Victoria / Melbourne Institute of Applied Economic / Social Research The University of Melbourne Melbourne Institute Working Paper No. / Penelope Smith Melbourne Institute of Applied Economic / /

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University of Melbourne Victoria / University of Melbourne Melbourne Institute Working Paper / Melbourne Institute of Applied Economic / University of the Algarve / Unit Root* Penelope Smith Melbourne Institute of Applied Economic / /

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James Hamilton / Gael Martin / Peter Summers / /

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