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A Bayesian analysis of a switching linear model

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  • Holbert, Donald

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  • Holbert, Donald, 1982. "A Bayesian analysis of a switching linear model," Journal of Econometrics, Elsevier, vol. 19(1), pages 77-87, May.
    • Handle: RePEc:eee:econom:v:19:y:1982:i:1:p:77-87
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    Cited by:

    1. Mankiw, N Gregory & Miron, Jeffrey A & Weil, David N, 1987. "The Adjustment of Expectations to a Change in Regime: A Study of the Founding of the Federal Reserve," American Economic Review, American Economic Association, vol. 77(3), pages 358-374, June.
    2. Tsai-Hung Fan & Hui-Jane Hsieh & Hsin-Hsian Lee, 2011. "A binary tree algorithm on change points detection," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(3), pages 599-608, April.
    3. Eric Zivot & Peter C.B. Phillips, 1991. "A Bayesian Analysis of Trend Determination in Economic Time Series," Cowles Foundation Discussion Papers 1002, Cowles Foundation for Research in Economics, Yale University.
    4. Lukáš ČECHURA & Tereza TAUSSIGOVÁ, 2013. "Avian influenza and structural change in the Czech poultry industry," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 59(1), pages 38-47.
    5. Bollerslev, Tim, 1990. "Modelling the Coherence in Short-run Nominal Exchange Rates: A Multivariate Generalized ARCH Model," The Review of Economics and Statistics, MIT Press, vol. 72(3), pages 498-505, August.

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