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

DOI10.7151/DMPS.1171zbMATH Open1326.62018OpenAlexW2065327680MaRDI QIDQ5262809FDOQ5262809

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

Recommendations

• Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths
• scientific article; zbMATH DE number 1396257
• A Bayesian Analysis of a Structural Change in the Parameters of a Time Series
• scientific article; zbMATH DE number 4013835
• Estimating and Testing Linear Models with Multiple Structural Changes

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)

Cited In (2)

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

This page was built for publication: Bayesian analysis of structural change in a distributed lag model (Koyck scheme)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5262809)