scientific article; zbMATH DE number 7247632

MaRDI QIDQ5120591zbMATH OpenFDO

Authors

Publication date 15 September 2020

Full work available at URL http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/2482

zbMATH Keywords

BayesianMarkov switching modelthreshold modelunemployment rate and industry production index

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Labor markets (91B39)

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Cites work

• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• A review of threshold time series models in finance
• Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations
• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• scientific article; zbMATH DE number 1168350 (Why is no real title available?)
• Introduction to applied Bayesian statistics and estimation for social scientists.
• Likelihood estimation and inference in threshold regression
• On Information and Sufficiency
• Robust risk measurement and model risk
• Threshold models in non-linear time series analysis
• Threshold models in time series analysis -- 30 years on

Cited in

(2)

• Bayesian criteria for discriminating among regression models with one possible change point
• A Bayesian piecewise linear model for the detection of breakpoints in housing prices

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