A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models

Thomas S. Shively, Robert Kohn

Type: Article

Publication Date: 1997-01-01

Citations: 18

DOI: https://doi.org/10.1016/0304-4076(95)01781-x

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Journal of Econometrics - View

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Works Cited by This (12)

Action	Title	Year	Authors
+	Techniques for Testing the Constancy of Regression Relationships Over Time	1975	R. L. Brown J. Durbin Jessica Evans
+	Bayesian Model Choice Via Markov Chain Monte Carlo Methods	1995	Bradley P. Carlin Siddhartha Chib
+ PDF Chat	Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model	1983	Jukka Nyblom Timo Mäkeläinen
+	An Exact Test for the Presence of Random Walk Coefficients in a Linear Regression Model	1978	Lynn Roy LaMotte Archer McWhorter
+	A Smoothness Priors–State Space Modeling of Time Series with Trend and Seasonality	1984	Genshiro Kitagawa Will Gersch
+	Efficient estimation and prediction in time series regression models	1985	Robert Kohn Craig F. Ansley
+	Modeling and Estimation in Changing Market Environments	1983	Albert R. Wildt Russell S. Winer
+ PDF Chat	Inference from Iterative Simulation Using Multiple Sequences	1992	Andrew Gelman Donald B. Rubin
+ PDF Chat	Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model	1983	Jukka Nyblom Timo Mäkeläinen
+	An Exact Test for the Presence of Random Walk Coefficients in a Linear Regression Model	1978	Lynn Roy LaMotte Archer McWhorter