Bayesian model averaging and identification of structural breaks in time series
Kelvin G. Balcombe, Iain Fraser and Abhijit Sharma
| Year of publication: |
2011
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|---|---|
| Authors: | Balcombe, Kelvin G. ; Fraser, Iain M. ; Sharma, Abhijit |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 43.2011, 25/27, p. 3805-3818
|
| Subject: | Statistischer Test | Statistical test | Bayes-Statistik | Bayesian inference | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Volkswirtschaftliche Gesamtrechnung | National accounts | Rohstoffpreis | Commodity price | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009380621