Objective Bayesian hypothesis testing in regression models with first-order autoregressive residuals
Communications in Statistics-theory and Methods, pp. 5872-5887, 2017.
ABSTRACTThis article considers the objective Bayesian testing in the normal regression models with first-order autoregressive residuals. We propose some solutions based on a Bayesian model selection procedure to this problem where no subjective input is considered. We construct the proper priors for testing the autocorrelation coefficient...More
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