Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks
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)
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4) Track citations by RSS feed
Downloads: (external link)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2006-14
Access Statistics for this paper
More papers in Discussion Papers from Graduate School of Economics, Hitotsubashi University Contact information at EDIRC.
Bibliographic data for series maintained by Digital Resources Section, Hitotsubashi University Library ().