Pages that link to "Item:Q737962"

The following pages link to Inference and prediction in a multiple-structural-break model (Q737962):

Displaying 9 items.

• Achieving shrinkage in a time-varying parameter model framework (Q89526) (← links)
• Dirichlet process hidden Markov multiple change-point model (Q273591) (← links)
• \(K\)-state switching models with time-varying transition distributions -- Does loan growth signal stronger effects of variables on inflation? (Q494371) (← links)
• Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (Q1740349) (← links)
• Block bootstrapping for a panel mean break test (Q2131936) (← links)
• Identification of business cycles and the Great Moderation in the post-war U.S. economy (Q2180739) (← links)
• Relevant parameter changes in structural break models (Q2190210) (← links)
• Semiparametric multivariate and multiple change-point modeling (Q2316981) (← links)
• Clustering Multiple Time Series with Structural Breaks (Q5382475) (← links)