A Bayesian Time Series Model of Multiple Structural Changes...

A Bayesian Time Series Model of Multiple Structural Changes in Level, Trend, and Variance

Jiahui Wang and Eric Zivot
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Volume:
18
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/1392269
Date:
July, 2000
File:
PDF, 526 KB
english, 2000
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