Asymptotic properties of Bayesian inference in linear regression with a structural break (Q6163276): Difference between revisions

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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Continuous record Laplace-based inference about the break date in structural change models
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+Estimation and comparison of multiple change-point models
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+Likelihood-ratio-based confidence sets for the timing of structural breaks
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+Asymptotic behaviour of Bayes estimates and posterior distributions in multiparameter nonregular cases
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+Sample Splitting and Threshold Estimation
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+Bayesian averaging, prediction and nonnested model selection
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+Estimating and Testing Structural Changes in Multivariate Regressions
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