Modeling Structural Breaks in Disturbances Precision or Autoregressive Parameter in Dynamic Model: A Bayesian Approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Earth and Planetary Sciences,General Environmental Science
Link
https://link.springer.com/content/pdf/10.1007/s41096-022-00115-8.pdf
Reference34 articles.
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4. Broemeling LD, Tsurumi H (1987) Econometrics and structural change. Marcel Dekker, New York
5. Chaturvedi A, Shrivastava A (2016) Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision. Commun Stat Theory Methods 45:307–320
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