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International Conference on Statistics, Combinatorics and Related Areas
October 3-5, 2003
University of Southern Maine
Portland, ME, USA

Organizers
Dr. Sat Gupta (University of Southern Maine), Dr. Satya Mishra (University of South Alabama), Dr. Bhu Dev Sharma (Clark Atlanta University)

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Bayesian Unit Root Test in Panel Data Time Series Model
by
Jitendra Kumar
Department of Statistics, University of Allahabad & Allahabad Agricultural Institute
Coauthors: Anoop Chaturvedi

The present paper considers the Bayesian analysis of a panel data time series model. An autoregressive panel data model with augmentation term and linear trend component has been considered and posterior odds ratio for testing the presence of unit root in time series has been derived under appropriate prior assumptions.

Date received: May 22, 2003

Copyright © 2003 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Mathematical Conference Abstracts. Document # cakp-11.