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Estimating break points in a time series regression with structural changes

✍ Scribed by Koichi Maekawa; Zonglu He; Kianheng Tee


Book ID
108453413
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
83 KB
Volume
64
Category
Article
ISSN
0378-4754

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πŸ“œ SIMILAR VOLUMES


Discretizing a Normal Prior for Change P
✍ Walter W. Piegorsch πŸ“‚ Article πŸ“… 1987 πŸ› John Wiley and Sons 🌐 English βš– 333 KB πŸ‘ 3 views

Bayes decieion produrea are considered for change point eetimation in the simple bilinear aeg- mentsd model. A diecretized normal prior density ia employed as the prior distribution for the change point index. Poeterior probability functiom are developed for thia index under e vague prior formulatio