Bayesian analysis of a vector autoregressive model with multiple structural breaks
Year of publication: |
2008-04-14
|
---|---|
Authors: | Sugita, Katsuhiro |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2008, 22, p. 1-7
|
Publisher: |
AccessEcon |
Keywords: | Bayesian inference Structural break Cointegration Bayes factor |
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