Bayesian skepticism on unit root econometrics

Mathematics

• Bayesian 100%
• Marginals 100%
• significance level α 100%
• Scepticism 100%
• Dynamic Models 50%
• Bayesian Inference 50%
• Bayesian Probability 50%
• Distribution Theory 50%
• Probability Statement 50%

Keyphrases

• Econometrics 100%
• Unit Root 100%
• Marginal Significance 33%
• Dynamic Model 16%
• Bayesian Inference 16%
• Economic Theory 16%
• Discrete Weights 16%
• Paper Display 16%
• Inferential Theory 16%
• Well-connected 16%
• Univariate Model 16%
• Unit Root Model 16%
• Unit Root Hypothesis 16%
• Distribution Theory 16%
• Bayesian Probability 16%

Economics, Econometrics and Finance

• Econometrics 100%
• Unit Root 100%
• Bayesian 100%
• Economic Theory 12%