An efficiency Bayesian unit root test in Unobserved-ARCH models

Fazlolah Lak, Mahmood Afshari, Behzad Gholizadeh. An efficiency Bayesian unit root test in Unobserved-ARCH models. Communications in Statistics - Simulation and Computation, 46(6):4841-4850, 2017. [doi]

Abstract

Abstract is missing.