{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,24]],"date-time":"2026-10-24T01:24:00Z","timestamp":1792805040481,"version":"4.5.0"},"reference-count":31,"publisher":"Cambridge University Press (CUP)","issue":"3-4","license":[{"start":{"date-parts":[[2009,2,11]],"date-time":"2009-02-11T00:00:00Z","timestamp":1234310400000},"content-version":"unspecified","delay-in-days":5308,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1994,8]]},"abstract":"<jats:p>Various approaches to the development of a noninformative prior for the AR(1) model are considered and compared. Particular attention is given to the<jats:italic>reference prior<\/jats:italic>approach, which seems to work well for the stationary case but encounters difficulties in the explosive case. A symmetrized (proper) version of the stationary reference prior is ultimately recommended for the problem. Bayesian testing of the unit root, stationary, and explosive hypotheses is considered also. Bounds on the Bayes factors are developed and shown to yield answers that appear to conflict with classical tests.<\/jats:p>","DOI":"10.1017\/s026646660000863x","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T15:43:23Z","timestamp":1236699803000},"page":"461-482","source":"Crossref","is-referenced-by-count":40,"title":["Noninformative Priors and Bayesian Testing for the AR(1) Model"],"prefix":"10.1017","volume":"10","author":[{"given":"James O.","family":"Berger","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Ruo-Yong","family":"Yang","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S026646660000863X_ref026","doi-asserted-by":"crossref","first-page":"318","DOI":"10.1111\/j.2517-6161.1963.tb00512.x","article-title":"On formulae for confidence points based on intervals of weighted likelihoods","volume":"25","author":"Welch","year":"1963","journal-title":"Journal of Royal Statistical Society"},{"key":"S026646660000863X_ref006","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/79.1.25"},{"key":"S026646660000863X_ref022","first-page":"356","volume-title":"Statistical Inference in Dynamic Economic Models","author":"Rubin","year":"1950"},{"key":"S026646660000863X_ref019","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177728069"},{"key":"S026646660000863X_ref016","first-page":"621","article-title":"M\u00e9moire sur la probability\u00e9 des causes par les \u00e9venemens","volume":"6","author":"Laplace","year":"1774","journal-title":"Mem. Acad. R. Sci. Present\u00e9s par Divers Savans"},{"key":"S026646660000863X_ref017","volume-title":"Theorie Analytique des Probabilites","author":"Laplace","year":"1812"},{"key":"S026646660000863X_ref014","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1987.10478396"},{"key":"S026646660000863X_ref011","first-page":"159","article-title":"Analyzing data: Its objectivity possible","volume":"76","author":"Berger","year":"1988","journal-title":"American Scientist"},{"key":"S026646660000863X_ref030","volume-title":"New Methods in the Application of Bayesian Methods","author":"Zellner","year":"1977"},{"key":"S026646660000863X_ref010","doi-asserted-by":"publisher","DOI":"10.1214\/ss\/1177013238"},{"key":"S026646660000863X_ref018","unstructured":"18. Mitchell A. Discussion of paper by Good I.J. . Journal of Royal Statistical Society B 29 (1967): 423\u2013424."},{"key":"S026646660000863X_ref008","volume-title":"Recent Developments in Statistics and Their Applications","author":"Berger","year":"1989"},{"key":"S026646660000863X_ref002","doi-asserted-by":"crossref","unstructured":"2. Bayes T.R. Essay towards solving a problem in the doctrine of chances (1763). Reprinted in Biometrika 45 (1958): 243\u2013315.","DOI":"10.1093\/biomet\/45.3-4.296"},{"key":"S026646660000863X_ref005","volume-title":"Bayesian Analysis in Statistics and Econometrics","author":"Berger","year":"1992"},{"key":"S026646660000863X_ref004","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1989.10478756"},{"key":"S026646660000863X_ref024","first-page":"217","volume-title":"Bernoulli\u2013Bayes\u2013Laplace Festschrift","author":"Stein","year":"1965"},{"key":"S026646660000863X_ref023","doi-asserted-by":"publisher","DOI":"10.1002\/jae.3950060407"},{"key":"S026646660000863X_ref012","doi-asserted-by":"crossref","first-page":"113","DOI":"10.1111\/j.2517-6161.1979.tb01066.x","article-title":"Reference posterior distributions for Bayes inference","volume":"41","author":"Bernardo","year":"1979","journal-title":"Journal of Royal Statistical Society B"},{"key":"S026646660000863X_ref029","volume-title":"An Introduction to Bayesian Inference in Econometrics","author":"Zellner","year":"1971"},{"key":"S026646660000863X_ref020","volume-title":"Multivariate Analysis VI","author":"Monette","year":"1984"},{"key":"S026646660000863X_ref027","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177706450"},{"key":"S026646660000863X_ref031","volume-title":"Bayesian Statistics","author":"Zellner","year":"1980"},{"key":"S026646660000863X_ref013","volume-title":"Time Series Analysis: Forecasting and Control","author":"Box","year":"1976"},{"key":"S026646660000863X_ref001","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177706198"},{"key":"S026646660000863X_ref021","doi-asserted-by":"publisher","DOI":"10.1002\/jae.3950060402"},{"key":"S026646660000863X_ref003","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-4286-2"},{"key":"S026646660000863X_ref009","first-page":"112","article-title":"Testing of a point null hypothesis: The irreconcilability of significance levels and evidence","volume":"82","author":"Berger","year":"1987","journal-title":"Journal of American Statistical Association"},{"key":"S026646660000863X_ref028","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/78.3.645"},{"key":"S026646660000863X_ref007","volume-title":"Bayesian Statistics 4","author":"Berger","year":"1992"},{"key":"S026646660000863X_ref025","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600008719"},{"key":"S026646660000863X_ref015","volume-title":"Theory of Probability","author":"Jeffreys","year":"1961"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S026646660000863X","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,2,8]],"date-time":"2025-02-08T05:46:35Z","timestamp":1738993595000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S026646660000863X\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1994,8]]},"references-count":31,"journal-issue":{"issue":"3-4","published-print":{"date-parts":[[1994,8]]}},"alternative-id":["S026646660000863X"],"URL":"https:\/\/doi.org\/10.1017\/s026646660000863x","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1994,8]]}}}