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

Lajos Horvath, Zhenya Liu () and Shanglin Lu
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Zhenya Liu: Renmin University of China = Université Renmin de Chine, AMU - Aix Marseille Université

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Date: 2022
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Published in Econometric Theory, 2022, 38, pp.1-64. ⟨10.1017/S0266466621000104⟩

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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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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03323683

DOI: 10.1017/S0266466621000104

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