Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2017. A New Approach Toward Detecting Structural Breaks in Vector Autoregressive Models. 8th European Seminar on Bayesian Econometrcis (ESOBE 2017), Maastricht, Netherlands, 26.10.-27.10.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | A New Approach Toward Detecting Structural Breaks in Vector Autoregressive Models |
| Event | 8th European Seminar on Bayesian Econometrcis (ESOBE 2017) |
| Year | 2017 |
| Date | 26.10.-27.10. |
| Country | Netherlands |
| Location | Maastricht |
| URL | http://www.esobe2017.org/ |
Associations
- People
- Huber, Florian (Former researcher)
- Kastner, Gregor (Details)
- External
- Feldkircher, Martin (OeNB, Austria)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1105 Computer software (Details)
- 1162 Statistics (Details)
- 5323 Econometrics (Details)
- 5701 Applied statistics (Details)
- 5707 Time series analysis (Details)