A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model
Year of publication: |
2020
|
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Authors: | Agiwal, Varun ; Kumar, Jitendra ; Shangodoyin, Dahud Kehinde |
Published in: |
Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland. - Warszawa : GUS, ISSN 2450-0291, ZDB-ID 2235641-1. - Vol. 21.2020, 5, p. 133-149
|
Subject: | panel autoregressive model | structural break | MCMC | posterior probability | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Panel | Panel study | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Autokorrelation | Autocorrelation | Schätzung | Estimation | Einheitswurzeltest | Unit root test |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.21307/stattrans-2020-059 [DOI] hdl:10419/236809 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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