SimsURtest(y,lags,S,alpha)
版本 1.0.0.0 (1.9 KB) 作者:
Rolando Gonzales Martinez
Sims (1988) Bayesian Unit Root test
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.
引用格式
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. 检索来源 .
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