Estimation and Forecasting in Models with Multiple Breaks

DOI10.1111/J.1467-937X.2007.00436.XzbMATH Open1171.62342OpenAlexW2059618523MaRDI QIDQ5755044FDOQ5755044

Publication date: 20 August 2007

Published in: Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-937x.2007.00436.x

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Cited In (39)

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Modeling U.S. inflation dynamics: a Bayesian nonparametric approach
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Bayesian semi-parametric analysis of Poisson change-point regression models: application to policy-making in Cali, Colombia
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Forecasting Time Series Subject to Multiple Structural Breaks
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Clustering Multiple Time Series with Structural Breaks
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