SimsURtest(y,lags,S​,alpha)

Version 1.0.0.0 (1.9 KB) by Rolando Gonzales Martinez
Sims (1988) Bayesian Unit Root test
0.0
(0)
26 Downloads
Updated 28 Jul 2017

View License

Calculates the Bayesian unit root test of Sims, C. (1988). Bayesian Skepticism on unit root econometrics. Journal of Economics Dynamics and Control 12, 463-474.

Cite As

Rolando Gonzales Martinez (2024). SimsURtest(y,lags,S,alpha) (https://www.mathworks.com/matlabcentral/fileexchange/63909-simsurtest-y-lags-s-alpha), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Networks in Help Center and MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Published Release Notes
1.0.0.0