A Monte Carlo comparison of time varying parameter and multiprocess mixture models in the presence of structural shifts and outliers

Gamble, James A., LeSage, James P. . The Review of Economics and Statistics 1994. 76 :515-519

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Bibtex

@article{CIS-121862,
  Author = {Gamble, James A. and LeSage, James P.},
  Title = {A Monte Carlo comparison of time varying parameter and multiprocess mixture models in the presence of structural shifts and outliers},
  Journal = {The Review of Economics and Statistics},
  Volume = {76},
  Year = {1994},
  Pages = {515--519},
  Keywords = {Random walk}
}

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