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A BAYESIAN INFERENCE OF MULTIPLE STRUCTURAL BREAKS IN MEAN AND ERROR VARIANCE IN PANEL AR (1) MODEL

Varun Agiwal (), Jitendra Kumar () and Dahud Kehinde Shangodoyin ()
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Varun Agiwal: Department of Statistics, Central University of Rajasthan, Bandersindri, Ajmer, India
Dahud Kehinde Shangodoyin: Department of Statistics, University of Botswana, Gaborone, Botswana

Statistics in Transition New Series, 2018, vol. 19, issue 1, 7-23

Abstract: This paper explores the effect of multiple structural breaks to estimate the parameters and test the unit root hypothesis in...

Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:19:y:2018:i:1:p:7-23

DOI: 10.21307/stattrans-2018-001

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