Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
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1. Multiple-signal Synchronous Change-point Detection by Piecewise Linear Regression with Group Lasso Constraints;2020 IEEE 7th International Conference on Industrial Engineering and Applications (ICIEA);2020-04
2. Editorial introduction on complexity and big data in economics and finance: Recent developments from a Bayesian perspective;Journal of Econometrics;2019-05
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