A Bayesian test of a parameter shift and an application

DOI10.1016/0304-4076(77)90007-0zbMath0371.62041OpenAlexW2060337381MaRDI QIDQ1243543

Hiroki Tsurumi

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90007-0

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items

Structural changes in time series models ⋮ A first order autoregressive process with a change point: a Bayesian approach based on model selection ⋮ Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision ⋮ Change-point problems: bibliography and review ⋮ Bayesian detection of a change of scale parameter in sequences of independent gamma random variables ⋮ A Bayesian analysis of some threshold switching models

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