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2012•Statistics and ComputingRequires access

A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence

Loukia Meligkotsidou, Elias Tzavalis, Ioannis D. Vrontos

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Key concepts: Autoregressive model, Unit root, Bayesian probability, Econometrics, Panel data, Bayesian inference, Statistics, Mathematics

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