Bayesian analysis of coefficient instability in dynamic regressions
Year of publication: |
2019
|
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Authors: | Ciapanna, Emanuela ; Taboga, Marco |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 7.2019, 3/29, p. 1-32
|
Subject: | Bayesian regression | coefficients’ instability | Monte Carlo experiments | TVC model | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics7030029 [DOI] hdl:10419/247529 [Handle] |
Classification: | C11 - Bayesian Analysis ; C12 - Hypothesis Testing ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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