An alternative Bayesian approach to structural breaks in time series models
Sjoerd van den Hauwe; Richard Paap; Dick J. C. van Dijk
| Year of publication: |
2011
|
|---|---|
| Authors: | Hauwe, Sjoerd van den ; Paap, Richard ; Dijk, Dick van |
| Publisher: |
Amsterdam [u.a.] |
| Subject: | MCMC = Markov Chain Monte Carlo algorithm | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | 47 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.], ISSN 0929-0834, ZDB-ID 1336423-6. - Vol. 2011,023 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008857052