Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths

Publisher Website

16 January 2008

journal article
Published by Walter de Gruyter GmbH in Studies in Nonlinear Dynamics and Econometrics

Vol. 12 (3)
https://doi.org/10.2202/1558-3708.1519

Abstract

No abstract available

Cited by 4 articles