Asymptotic properties of Bayesian inference in linear regression with a structural break
Kenichi Shimizu
| Year of publication: |
2023
|
|---|---|
| Authors: | Shimizu, Kenichi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 1, p. 202-219
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| Subject: | Bernstein-von Mises theorem | Model averaging | Sensitivity check | Structural break | Strukturbruch | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.03.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014434390