A Bayesian test of a parameter shift and an application

DOI10.1016/0304-4076(77)90007-0MaRDI QIDQ1243543zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Bayesian inference (62F15)

Cites work

• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• A Test for Equality of Means when Covariance Matrices are Unequal
• Bayesian Estimation in Multivariate Analysis
• Bayesian analysis of a three-component hierarchical design model
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
• On Solutions of the Behrens-Fisher Problem, Based on the $t$-Distribution
• On some tests of growth curve model under Behrens-Fisher situation
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions

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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