Detection of structural breaks in a time-varying heteroskedastic regression model (Q2276169)
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scientific article; zbMATH DE number 5934595
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| English | Detection of structural breaks in a time-varying heteroskedastic regression model |
scientific article; zbMATH DE number 5934595 |
Statements
Detection of structural breaks in a time-varying heteroskedastic regression model (English)
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1 August 2011
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model instability
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structural break
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MCMC
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heteroskedasticity
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model selection
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deviance information criterion (DIC)
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0.7771736979484558
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0.7721249461174011
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0.7546031475067139
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0.7468109726905823
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0.7440573573112488
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