Inference and prediction in a multiple structural break model of economic time series
This thesis develops a new Bayesian approach to structural break modeling. The focuses of the approach are the modeling of in-sample structural breaks and forecasting time series allowing out-of-sample breaks. Our model has some desirable features. First, the number of regimes is not fixed and is tr...
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| Format: | Others |
| Language: | English |
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University of Iowa
2009
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| Online Access: | https://ir.uiowa.edu/etd/244 https://ir.uiowa.edu/cgi/viewcontent.cgi?article=1429&context=etd |