Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks

Katsuhiro Sugita and 勝弘 杉田

No 2006-14, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: Bayesian inference; Structural break; Cointegration; Bayes factor (search for similar items in EconPapers)
JEL-codes: C11 C12 C32 (search for similar items in EconPapers)
Pages: 58 pages
Date: 2006-11
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2006-14

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