Pages that link to "Item:Q5755044"

The following pages link to Estimation and Forecasting in Models with Multiple Breaks (Q5755044):

Displaying 39 items.

• Dirichlet process hidden Markov multiple change-point model (Q273591) (← links)
• \(K\)-state switching models with time-varying transition distributions -- Does loan growth signal stronger effects of variables on inflation? (Q494371) (← links)
• A flexible approach to parametric inference in nonlinear and time varying time series models (Q736695) (← links)
• Inference and prediction in a multiple-structural-break model (Q737962) (← links)
• Classification in segmented regression problems (Q901624) (← links)
• Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
• Estimation and comparison of multiple change-point models (Q1305640) (← links)
• Modelling breaks and clusters in the steady states of macroeconomic variables (Q1623520) (← links)
• The macroeconomic and fiscal implications of inflation forecast errors (Q1657640) (← links)
• Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
• An exact approach to Bayesian sequential change point detection (Q1659360) (← links)
• Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (Q1740349) (← links)
• Structural evolution of the postwar U.S. economy (Q1994526) (← links)
• Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
• Analyzing cross-validation for forecasting with structural instability (Q2074617) (← links)
• Sequential Bayesian inference for vector autoregressions with stochastic volatility (Q2181522) (← links)
• Relevant parameter changes in structural break models (Q2190210) (← links)
• Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
• Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty (Q2236881) (← links)
• On the evolution of the monetary policy transmission mechanism (Q2271686) (← links)
• Variable selection in panel models with breaks (Q2323384) (← links)
• Moving average stochastic volatility models with application to inflation forecast (Q2442456) (← links)
• Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
• Structural changes in inflation dynamics: multiple breaks at different dates for different parameters (Q2691664) (← links)
• Forecasting Time Series Subject to Multiple Structural Breaks (Q3421396) (← links)
• Multi‐step forecasting in the presence of breaks (Q4687663) (← links)
• Bayesian semi-parametric analysis of Poisson change-point regression models: application to policy-making in Cali, Colombia (Q5127088) (← links)
• Clustering Multiple Time Series with Structural Breaks (Q5382475) (← links)
• Sparse Change-point HAR Models for Realized Variance (Q5860933) (← links)
• Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach (Q5863552) (← links)
• Statistical analysis of the non-stationary binomial AR(1) model with change point (Q6039483) (← links)
• BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS (Q6088682) (← links)
• Structural Breaks in Grouped Heterogeneity (Q6190688) (← links)
• Forecasting inflation using time-varying Bayesian model averaging (Q6552783) (← links)
• The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling (Q6616594) (← links)
• Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section (Q6616601) (← links)
• High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms (Q6617773) (← links)
• A New Approach to Dating the Reference Cycle (Q6620833) (← links)
• Learning and Index Option Returns (Q6626309) (← links)