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- W2993681059 abstract "Present study explored the unit root test for an autoregressive time series panel data model in the presence of stationary covariate under Bayesian framework. For testing of unit root hypothesis, posterior odds ratio has been derived with the help of posterior probability under informative and non-informative priors. It investigates the unit root test with covariate and model selection which is based on the theory by Hensen (1995) and Chaturvedi et al. (2017). The derived POR is investigated for simulated data and get satisfactory result. An empirical application is also carried out of RBI data set “Credit of Scheduled Commercial Banks” to illustrate the potential of model." @default.
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- W2993681059 date "2018-01-15" @default.
- W2993681059 modified "2023-09-24" @default.
- W2993681059 title "Bayesian Unit Root Test for Panel AR(1) Model with Stationary Covariate" @default.
- W2993681059 hasPublicationYear "2018" @default.
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