A Bayesian piecewise linear model for the detection of breakpoints in housing prices

DOI10.1007/S40300-021-00223-8zbMath1478.62369OpenAlexW3206884173MaRDI QIDQ2070663

Hafizur Rahman, Jabed Tomal

Publication date: 24 January 2022

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40300-021-00223-8

zbMATH Keywords

Bayesian methodtime series databreakpoint detectionCanadahome prices

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Bayesian inference (62F15) Economic time series analysis (91B84)

Uses Software

• WinBUGS
• Stan
• runjags

Cites Work

• Unnamed Item
• The impact of COVID-19 on students' marks: a Bayesian hierarchical modeling approach
• Segmented linear regression modelling of time-series of binary variables in healthcare
• Estimating and Testing Linear Models with Multiple Structural Changes
• Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
• Segmented Bayesian calibration approach for estimating age in forensic science

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