Bayesian model averaging in the presence of structural breaks

Research output: Chapter/Conference proceeding › Chapter › Academic

11 Citations (Scopus)

Original language	English
Title of host publication	Forecasting in the Presence of Structural Breaks and Model Uncertainty
Editors	M. Wohar, D.E. Rapach
Place of Publication	Bingley
Pages	561-594
Number of pages	34
Publication status	Published - 2008

Series	Frontiers of Economics and Globalization
Volume	3

Research programs

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title = "Bayesian model averaging in the presence of structural breaks",

author = "F Ravazzolo and Richard Paap and \{van Dijk\}, Dick and Franses, \{Philip Hans\}",

year = "2008",

language = "English",

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series = "Frontiers of Economics and Globalization",

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editor = "M. Wohar and D.E. Rapach",

booktitle = "Forecasting in the Presence of Structural Breaks and Model Uncertainty",

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T1 - Bayesian model averaging in the presence of structural breaks

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AU - Paap, Richard

AU - van Dijk, Dick

AU - Franses, Philip Hans

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SN - 9780444529428

T3 - Frontiers of Economics and Globalization

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BT - Forecasting in the Presence of Structural Breaks and Model Uncertainty

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A2 - Rapach, D.E.

CY - Bingley

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