A Bayesian time series model of multiple structural changes in level, trend, and variance
Jiahui Wang; Eric Zivot
| Year of publication: |
2000
|
|---|---|
| Authors: | Wang, Jiahui ; Zivot, Eric |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 18.2000, 3, p. 374-386
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| Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Bayes-Statistik | Bayesian inference | Theorie | Theory | Realzins | Real interest rate | Nationaleinkommen | National income | USA | United States |