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Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks

Katsuhiro Sugita

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)
Date: 2006-11
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