Relevant parameter changes in structural break models
Arnaud Dufays, Jeroen V. K. Rombouts
| Year of publication: |
2020
|
|---|---|
| Authors: | Dufays, Arnaud ; Rombouts, Jeroen V. K. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 217.2020, 1, p. 46-78
|
| Subject: | Bayesian inference | Relevant parameter change | Shrinkage prior | Structural break model | Strukturbruch | Structural break | Bayes-Statistik | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.10.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012482738