Structural changes in multivariate regression models

DOI10.1080/03610928508829012MaRDI QIDQ3711526zbMATH OpenOpenAlexFDO

Authors David H. Moen, Diego Alejandro Salazar, Lyle D. Broemeling

Publication date 1985

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928508829012

zbMATH Keywords

change pointprecision matrixnumerical studymarginal posterior distributionsmultivariate normal-Wishart distributionregression matrices

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Recommendations

• Estimating and Testing Structural Changes in Multivariate Regressions
• Shrinkage estimation of regression models with multiple structural changes
• Model selection criteria in multivariate models with multiple structural changes
• On estimation of the change points in multivariate regression models with structural changes
• scientific article; zbMATH DE number 1796004
• Constrained inference in multiple regression with structural changes
• Estimation of structural change in multinomial logistic regression model
• Estimating and Testing Linear Models with Multiple Structural Changes
• scientific article; zbMATH DE number 2172883

Cites work

• scientific article; zbMATH DE number 3548305 (Why is no real title available?)
• Some Bayesian Inferences for a Changing Linear Model

Cited in

(16)

• A first order autoregressive process with a change point: a Bayesian approach based on model selection
• Estimation of structural change in multinomial logistic regression model
• scientific article; zbMATH DE number 3898021 (Why is no real title available?)
• Optimal method in multiple regression with structural changes
• Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision
• scientific article; zbMATH DE number 4161991 (Why is no real title available?)
• Bayesian inferences for several autoregressive processes
• Structured Variables
• The uncertainty of forecasting: models with structural change versus those without changing parameters
• A class of Stein-rules in multivariate regression model with structural changes
• Factor-augmented regression models with structural change
• Structural change models with an application in cryogenic thermometry
• Change-point problems: bibliography and review
• Bayesian time series analysis of structural changes in level and trend
• A Gibbs Sampling Algorithm for a Changing Regression Model with Pooled Binary Response Data
• scientific article; zbMATH DE number 4013835 (Why is no real title available?)

This page was built for publication: Structural changes in multivariate regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3711526)