A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler

DOI10.1080/00949655.2012.747525zbMath1453.62068OpenAlexW2064450428MaRDI QIDQ5220000

Sooyoung Cheon, Jae-Hee Kim

Publication date: 9 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2012.747525

zbMATH Keywords

stochastic approximation Monte Carlolocal trapmultiple changesstructural-change model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05) Stochastic approximation (62L20)

Related Items

A Bayesian detection of structural changes in autoregressive time series models

Uses Software

• BayesDA

Cites Work

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