Cointegration and unit root tests: a fully Bayesian approach (2021)
- Authors:
- USP affiliated authors: PEREIRA, CARLOS ALBERTO DE BRAGANCA - IME ; STERN, JULIO MICHAEL - IME
- Unidade: IME
- Subjects: ANÁLISE DE SÉRIES TEMPORAIS; INFERÊNCIA BAYESIANA; TESTES DE HIPÓTESES
- Keywords: unit root; cointegration
- Agências de fomento:
- Language: Inglês
- Imprenta:
-
ABNT
DINIZ, Marcio A. e PEREIRA, Carlos Alberto de Bragança e STERN, Julio Michael. Cointegration and unit root tests: a fully Bayesian approach. Tradução . Basel: MDPI, 2021. . Disponível em: https://www.mdpi.com/1099-4300/22/12/1438/pdf. Acesso em: 14 mar. 2026. -
APA
Diniz, M. A., Pereira, C. A. de B., & Stern, J. M. (2021). Cointegration and unit root tests: a fully Bayesian approach. In . Basel: MDPI. Recuperado de https://www.mdpi.com/1099-4300/22/12/1438/pdf -
NLM
Diniz MA, Pereira CA de B, Stern JM. Cointegration and unit root tests: a fully Bayesian approach [Internet]. Basel: MDPI; 2021. [citado 2026 mar. 14 ] Available from: https://www.mdpi.com/1099-4300/22/12/1438/pdf -
Vancouver
Diniz MA, Pereira CA de B, Stern JM. Cointegration and unit root tests: a fully Bayesian approach [Internet]. Basel: MDPI; 2021. [citado 2026 mar. 14 ] Available from: https://www.mdpi.com/1099-4300/22/12/1438/pdf - E‐value
- Cointegration: Bayesian significance test
- Model selection: full Bayesian approach
- Unit roots: Bayesian significance test
- Bayesian evidence test for precise hypotheses
- Full Bayesian significance test for coefficients of variation
- Bayesian inference and maximum entropy methods in science and engineering
- Special characterizations of standard discrete models
- Full Bayesian significance test applied to multivariate normal structure models
- Bayesian epistemic values: focus on surprise, measure probability
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