Structural changes in large economic datasets: a nonparametric homogeneity test

DOI10.1016/J.ECONLET.2018.12.020MaRDI QIDQ1730159zbMATH OpenOpenAlexWikidataFDO

Authors Roberto Casarin, Michele Costola

Publication date 11 March 2019

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2018.12.020

zbMATH Keywords

Bayesian nonparametric testdistributional changeslarge datasetsUS economy

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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Cites work

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• scientific article; zbMATH DE number 774881 (Why is no real title available?)
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• Stick-breaking autoregressive processes
• The Bayesian Choice
• The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator

Cited in

(1)

• Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics

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