scientific article; zbMATH DE number 7255573

zbMath1463.62071MaRDI QIDQ5125161

Varun Agiwal, Jitendra Kumar

Publication date: 5 October 2020

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/3913

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

information criterionstructural breakBayesian estimatorpanel autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Monte Carlo methods (65C05) Time series analysis of dynamical systems (37M10) Causal inference from observational studies (62D20)

Related Items (1)

Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation

Cites Work

• Estimation of spatial autoregressive panel data models with fixed effects
• Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
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• Estimating a common deterministic time trend break in large panels with cross sectional dependence
• A Bayesian analysis of the unit root in real exchange rates
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• Estimation of heterogeneous panels with structural breaks
• Unit root tests in panel data: asymptotic and finite-sample properties
• Detection of structural breaks in linear dynamic panel data models
• Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models
• Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
• Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown
• A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Point estimation under asymmetric loss functions for left-truncated exponential samples
• Estimating and Testing Linear Models with Multiple Structural Changes
• Group LASSO for Structural Break Time Series
• Monte Carlo sampling methods using Markov chains and their applications

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