A Bayesian analysis of a switching linear model
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- Dhrymes, Phoebus J & Taylor, John B, 1976. "On an Efficient Two-Step Estimator for Dynamic Simultaneous Equations Models with Autoregressive Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(2), pages 362-376, June.
- Hsiao, Cheng, 1979. "Linear regression using both temporally aggregated and temporally disaggregated data," Journal of Econometrics, Elsevier, vol. 10(2), pages 243-252, June.
- Dagenais, Marcel G., 1973. "The use of incomplete observations in multiple regression analysis : A generalized least squares approach," Journal of Econometrics, Elsevier, vol. 1(4), pages 317-328, December.
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- 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.
- N. Gregory Mankiw & Jeffrey A. Miron & David N. Weil, 1987. "The Adjustment of Expectations to a Change in Regime: A Study of the Founding of the Federal Reserve," NBER Working Papers 2124, National Bureau of Economic Research, Inc.
- 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.
- 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.
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