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A BAYESIAN INFERENCE OF MULTIPLE STRUCTURAL BREAKS IN MEAN AND ERROR VARIANCE IN PANEL AR (1) MODEL
Agiwal, Varun; Kumar, Jitendra; Shangodoyin, Dahud Kehinde - In: Statistics in Transition New Series 19 (2018) 1, pp. 7-23
Persistent link: https://www.econbiz.de/10012141692
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A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model
Agiwal, Varun; Kumar, Jitendra; Shangodoyin, Dahud Kehinde - In: Statistics in Transition New Series 21 (2020) 5, pp. 133-149
Persistent link: https://www.econbiz.de/10012600273