A Bayesian test of a parameter shift and an application
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Publication:1243543
DOI10.1016/0304-4076(77)90007-0zbMATH Open0371.62041OpenAlexW2060337381MaRDI QIDQ1243543FDOQ1243543
Authors: Hiroki Tsurumi 
Publication date: 1977
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(77)90007-0
Cites Work
- Bayesian analysis of a three-component hierarchical design model
- Title not available (Why is that?)
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- Bayesian Estimation in Multivariate Analysis
- Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
- On Solutions of the Behrens-Fisher Problem, Based on the $t$-Distribution
- A Test for Equality of Means when Covariance Matrices are Unequal
- On some tests of growth curve model under Behrens-Fisher situation
Cited In (6)
- A first order autoregressive process with a change point: a Bayesian approach based on model selection
- Bayesian detection of a change of scale parameter in sequences of independent gamma random variables
- Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision
- A Bayesian analysis of some threshold switching models
- Structural changes in time series models
- Change-point problems: bibliography and review
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