Balcombe, Kelvin; Fraser, Iain; Sharma, Abhijit - In: Applied Economics 43 (2011) 26, pp. 3805-3818
Bayesian Model Averaging (BMA) is used for testing for multiple break points in univariate series using conjugate normal-gamma priors. This approach can test for the number of structural breaks and produce posterior probabilities for a break at each point in time. Results are averaged over...