Sequential monitoring of changes in dynamic linear models, applied to the US housing market

Lajos Horvath, Liu, Z. and Shanglin Lu

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Date: 2021
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Published in Econometric Theory, 2021, pp.1-64

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Related works:
Journal Article: SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (2022)
Working Paper: SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (2021)
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