Kozumi, Hideo; Hasegawa, Hikaru - In: Manchester School 68 (2000) 4, pp. 476-90
In this paper we propose a new approach to the problem of structural change from a Bayesian point of view. Our approach is based on a hierarchical model with a Dirichlet process prior. A notable feature of the Dirichlet process is its discreteness which is useful for detecting structural...