scientific article; zbMATH DE number 3718390

MaRDI QIDQ3908341zbMATH OpenFDO

Authors Hiroki Tsurumi

Publication date 1980

zbMATH Keywords

Behrens-Fisher problemBayesian estimationsimultaneous equation modeldemand equationsdummy variablegradual parameter shiftsgradual switching regressionsupply equationsUS gasoline market

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(8)

• Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market
• Bayesian estimation of smooth transition GARCH model using Gibbs sampling
• Bayesian estimation of the switching regression model with autocorrelated errors
• Switching Linear Models: A General Approach
• A gradual switching regression model with autocorrelated errors
• Structural changes in time series models
• A gradual switching regression model with a flexible transition path
• Testing the constancy of regression parameters against continuous structural change

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