Detection of Multiple Changes of Variance Using Posterior Odds
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- Llubos Pástor, 2001.
"The Equity Premium and Structural Breaks,"
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- Jean-Yves Pitarakis, 2003. "Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification," Econometrics 0312004, EconWPA.
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- Katsuhiro Sugita, 2008. "Bayesian analysis of a vector autoregressive model with multiple structural breaks," Economics Bulletin, AccessEcon, vol. 3(22), pages 1-7.
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