A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model

Varun Agiwal (), Jitendra Kumar () and Dahud Kehinde Shangodoyin ()
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Varun Agiwal: Department of Community Medicine, Jawaharlal Nehru Medical College, Ajmer, India
Jitendra Kumar: 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, 2020, vol. 21, issue 5, 133-149

Abstract: Most economic time series, such as GDP, real exchange rate and banking series are irregular by nature as they may...

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:21:y:2020:i:5:p:133-149

DOI: 10.21307/stattrans-2020-059

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