scientific article; zbMATH DE number 4013835
From MaRDI portal
Publication:3026129
changing parameter modelsestimation and testing of structural changegradual transitionsKalman-filtering methodsknown join pointsmixturesmultivariate casepre-posterior analysisregression modelssimultaneous equation approachesstructural shiftswitch in regressiontime series modelsunivariate caseunknown join pointsvarying parameters
Recommendations
Cited in
(44)- Bayesian detection of structural changes
- Bayesian inferences for several autoregressive processes
- Structural change accounting with labor market distortions
- Testing epidemic change in nearly nonstationary process with statistics based on residuals
- Structural changes and their econometric modeling. Selected papers based on the presentations at the 12th international conference of the Thailand Econometric Society, TES 2019, Chiang Mai, Thailand, January 9--11, 2019
- A state-space approach to polygonal line regression
- Recent developments in the econometrics of structural change
- Time-series tests of convergence and transitional dynamics
- Change-point problems: bibliography and review
- Guaranteed testing for epidemic changes of a linear regression model
- Bayes pre-test estimation for the change point of the changing one parameter exponential family
- Bayes Estimation of Change Point in Non Standard Mixture of Left-Truncated Exponential With Unknown Proportions
- Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision
- Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model
- On a bayesian approach for the shiftpoint problem
- A Bayesian Analysis of a Structural Change in the Parameters of a Time Series
- Epidemic Change Model for the Exponential Family
- scientific article; zbMATH DE number 4176306 (Why is no real title available?)
- Bayesian Estimation of Change Point in Inverse Weibull Sequence
- Bayes Estimation of Shift Point in Geometric Sequence
- Bayes Estimation of Shift Point in Normal Sequence and Its Application to Statistical Process Control
- Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes
- Martingale Type Statistics Applied to Change Points Detection
- The uncertainty of forecasting: models with structural change versus those without changing parameters
- scientific article; zbMATH DE number 3982380 (Why is no real title available?)
- scientific article; zbMATH DE number 47261 (Why is no real title available?)
- scientific article; zbMATH DE number 48304 (Why is no real title available?)
- Bayesian analysis of threshold autoregressions
- scientific article; zbMATH DE number 1122623 (Why is no real title available?)
- A bayesian analysis of trend determination in economic time series
- Bayes estimation of shift point in left truncated exponential sequence
- A Bayesian multiple structural change regression model with autocorrelated errors
- A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler
- Bayesian analysis of structural change in a distributed lag model (Koyck scheme)
- Structural vs. atheoretic approaches to econometrics
- Retrospective analysis of structural changes in econometric models
- Recent developments in structural microeconometrics
- The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution
- Asymptotic properties of maximum likelihood estimators in models with multiple change points
- Analysis of time series subject to changes in regime
- Bayes estimation of two-phase linear regression model
- Bayes estimation of change point in discrete Maxwell distribution
- Bayes estimation of a two-parameter geometric distribution under multiply type II censoring
- Optimal method in multiple regression with structural changes
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3026129)
