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Linganisha mbinu

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Kipimo cha Mizizi ya Muungano cha Bayesian ADF×Kipimo cha Mipaka cha Bayesian ARDL×
NyanjaEkonometrikiEkonometriki
FamiliaRegression modelRegression model
Mwaka wa asili1991–19922001 (ARDL); Bayesian extension 2010s
MwanzilishiSims & Uhlig (1991); Koop, Osiewalski & Steel (1992)Pesaran, Shin & Smith (ARDL framework, 2001); Bayesian adaptation by subsequent literature
AinaBayesian hypothesis testCointegration / bounds testing
Chanzo asiliaSims, C. A., & Uhlig, H. (1991). Understanding unit rooters: A helicopter tour. Econometrica, 59(6), 1591–1599. DOI ↗Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289-326. DOI ↗
Majina mbadalaBayesian ADF test, Bayesian unit root test, Bayesian Dickey-Fuller, BADFBayesian ARDL, Bayesian bounds testing approach, Bayes ARDL cointegration, Bayesian PSS bounds test
Zinazohusiana65
MuhtasariThe Bayesian Augmented Dickey-Fuller (BADF) unit root test re-frames the classical ADF test within a Bayesian framework. Rather than computing a frequentist p-value, it quantifies evidence for or against a unit root by comparing posterior probabilities or Bayes factors under the null (unit root) and alternative (stationarity) hypotheses, incorporating prior beliefs about the autoregressive parameter.The Bayesian ARDL Bounds Test extends the classical Pesaran-Shin-Smith (2001) bounds testing approach to cointegration by embedding it within a Bayesian inferential framework. Instead of relying on frequentist F- and t-statistics with tabulated critical values, the researcher specifies prior distributions on the model parameters and derives posterior evidence of a long-run level relationship between variables that may be integrated of order zero or one.
ScholarGateSeti ya data
  1. v1
  2. 2 Vyanzo
  3. PUBLISHED
  1. v1
  2. 2 Vyanzo
  3. PUBLISHED

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ScholarGateLinganisha mbinu: Bayesian ADF unit root test · Bayesian ARDL Bounds Test. Imepatikana 2026-06-17 kutoka https://scholargate.app/sw/compare