Bayesian analysis of structural change in a distributed lag model (Koyck scheme)

DOI10.7151/DMPS.1171MaRDI QIDQ5262809zbMATH OpenOpenAlexFDO

Authors Arvin Paul B. Sumobay, Arnulfo P. Supe

Publication date 16 July 2015

Published in Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/26bee799d030d02b5125456505102fdb3d59a825

zbMATH Keywords

posterior distributionbreak pointdistributed lag model

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20) Bayesian problems; characterization of Bayes procedures (62C10) Applications of operator theory in probability theory and statistics (47N30)

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Cited in

(2)

• Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths
• Restricted estimation of distributed lag model from a Bayesian point of view

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