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Bayesian detection of structural changes

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  • Nobuhisa Kashiwagi

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  • Nobuhisa Kashiwagi, 1991. "Bayesian detection of structural changes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(1), pages 77-93, March.
    • Handle: RePEc:spr:aistmt:v:43:y:1991:i:1:p:77-93
    DOI: 10.1007/BF00116470
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    References listed on IDEAS

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    1. Tsurumi, Hiroki & Wago, Hajime & Ilmakunnas, Pekka, 1986. "Gradual switching multivariate regression models with stochastic cross-equational constraints and an application to the Klem translog production model," Journal of Econometrics, Elsevier, vol. 31(3), pages 235-253, April.
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    Cited by:

    1. Henri Caussinus & Faouzi Lyazrhi, 1997. "Choosing a Linear Model with a Random Number of Change-Points and Outliers," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(4), pages 761-775, December.

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