BAYESTST: RATS procedure to perform Bayesian Unit Root test

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Tests series for a unit root using the Bayesian procedure outlined in C. Sims, "Bayesian Skepticism on Unit Root Econometrics", J. of Economic Dynamics and Control, 1988 no. 2/3.

Language: RATS
Requires: RATS 5.10
Keywords: Unit; root; tests (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://www.estima.com/procs_perl/bayestst.src (text/plain)

Related works:
Working Paper: Bayesian skepticism on unit root econometrics (1988)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00014

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