基于MCMC算法的贝叶斯面板单位根检验Bayesian-ResearchGate.PDF

See discussions, stats, and author profiles for this publication at: /publication/282680896 Bayesian unit root tests in panel data by using MCMC algorithm Article  in   Hunan Daxue Xuebao/Journal of Hunan University Natural Sciences · January 2015 CITATIONS READS 0 37 3 authors, including: Huiming Zhu Li Rong Hunan University Hunan University 80 PUBLICATIONS   487 CITATIONS    4 PUBLICATIONS   75 CITATIONS    SEE PROFILE SEE PROFILE Some of the authors of this publication are also working on these related projects: Bayesian Extreme Quantile Regression for Financial Risk Measurement View project energy economics,finance economics View project All content following this page was uploaded by Huiming Zhu on 15 July 2016. The user has requested enhancement of the downloaded file. （ ） ， 第 卷 第 期 湖 南 大 学 学 报 自然科学版 Ｖｏｌ．４２ Ｎｏ．１ ４２ １ 　 　 年 月 （ ） Ｊ ２ ０ １ ５ １ ＪｏｕｒｎａｌｏｆＨｕｎａｎＵｎｉｖｅｒｓｉｔ ＮａｔｕｒａｌＳｃｉｅｎｃｅｓ ａｎ．２０１５ 　 　 　 　 　　　 　 　 　 ｙ 文章编号： （ ） １６７４ ９７４２０１５０１ １３６ ５ －２ －０ －０ 基于ＭＣＭＣ算法的贝叶斯面板单位根检验＊