Pages that link to "Item:Q5755044"

The following pages link to Estimation and Forecasting in Models with Multiple Breaks (Q5755044):

Displaying 26 items.

• Dirichlet process hidden Markov multiple change-point model (Q273591) (← links)
• \(K\)-state switching models with time-varying transition distributions -- Does loan growth signal stronger effects of variables on inflation? (Q494371) (← links)
• A flexible approach to parametric inference in nonlinear and time varying time series models (Q736695) (← links)
• Inference and prediction in a multiple-structural-break model (Q737962) (← links)
• Classification in segmented regression problems (Q901624) (← links)
• Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
• The macroeconomic and fiscal implications of inflation forecast errors (Q1657640) (← links)
• Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
• An exact approach to Bayesian sequential change point detection (Q1659360) (← links)
• Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (Q1740349) (← links)
• Structural evolution of the postwar U.S. economy (Q1994526) (← links)
• Analyzing cross-validation for forecasting with structural instability (Q2074617) (← links)
• Sequential Bayesian inference for vector autoregressions with stochastic volatility (Q2181522) (← links)
• Relevant parameter changes in structural break models (Q2190210) (← links)
• Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty (Q2236881) (← links)
• On the evolution of the monetary policy transmission mechanism (Q2271686) (← links)
• Variable selection in panel models with breaks (Q2323384) (← links)
• Moving average stochastic volatility models with application to inflation forecast (Q2442456) (← links)
• Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
• Structural changes in inflation dynamics: multiple breaks at different dates for different parameters (Q2691664) (← links)
• Bayesian semi-parametric analysis of Poisson change-point regression models: application to policy-making in Cali, Colombia (Q5127088) (← links)
• Clustering Multiple Time Series with Structural Breaks (Q5382475) (← links)
• Sparse Change-point HAR Models for Realized Variance (Q5860933) (← links)
• Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach (Q5863552) (← links)
• Statistical analysis of the non-stationary binomial AR(1) model with change point (Q6039483) (← links)
• BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS (Q6088682) (← links)