期刊论文详细信息
Statistics in Transition | |
A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model | |
Varun Agiwal1  Jitendra Kumar2  Dahud Kehinde Shangodoyin3  | |
[1] Department of Community Medicine, Jawaharlal Nehru Medical College, Ajmer, India;Department of Statistics, Central University of Rajasthan, Bandersindri, Ajmer, India;Department of Statistics, University of Botswana, Gaborone, Botswana; | |
关键词: panel autoregressive model; structural break; MCMC; posterior probability; | |
DOI : 10.21307/stattrans-2020-059 | |
来源: DOAJ |
【 授权许可】
Unknown