A bayesian time series model of multiple structural changes in level, trend, and variance

Journal of Business and Economic Statistics

Volumn 18, Issue 3, 2000, Pages 374-386

  Wang, Jiahui ^a   Zivot, Eric ^b  

^a Parametric Technology Corporation   (United States)

^b UNIVERSITY OF WASHINGTON   (United States)

Author keywords

BIC; Gibbs sampler; Multiple structural changes; Posterior odds ratio

Indexed keywords

EID: 0034392520     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2000.10524878     Document Type: Article

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