Parameter changes in the multiple regression model with autocorrelated errors : Bayesian analysis

DOI10.1080/03610929908832287zbMath1083.62507OpenAlexW2036598972MaRDI QIDQ4237851

C. G. Troskie, Derek O. Chalton

Publication date: 14 June 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832287

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Bayesian inference (62F15)

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