Detection of structural breaks in a time-varying heteroskedastic regression model (Q2276169)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection of structural breaks in a time-varying heteroskedastic regression model |
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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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