Subset selection of double-threshold moving average models through the application of the Bayesian method

DOI10.4310/21-SII674MaRDI QIDQ2073563zbMATH OpenFDO

Authors Jiazhu Pan, Qiang Xia, Ying Xiao, Jinshan Liu

Publication date 2 February 2022

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/21-SII674

zbMATH Keywords

Bayesian estimationDTMA modelexchange rateMCMC algorithmSSVS

Mathematics Subject Classification ID

Statistics (62-XX)

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(1)

• Dynamic panel threshold spatial durbin model with an application to the relationship between financial development and Green growth

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