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Communications in Statistics - Theory and Methods Volume 14, 1985 - Issue 8
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Original Articles

Structural changes in multivariate regression models

David H. Moen College of Business Administration, University of South Dakota, Vermillion, South Dakota, 57069
,
Diego Salazar College of Business Administration, University of South Dakota, Vermillion, South Dakota, 57069
&
Lyle D. Bromeling Department of Statistics, Oklahoma of Statistics, Stillwater, Oklahoma, 74078
Pages 1757-1768 | Received 01 Apr 1985, Published online: 27 Jun 2007

References

  • Broemeling , L.D. 1982 . The Econometrics of Structural Change . Journal of Econometrics , 19
  • Chin Choy , J.H. and Broemeling , L.D. 1980 . Some Bayesian Inference for a Changing Linear Model . Technometrics , 22 ( 1 ) : 71 – 78 .
  • Moen , D.H. 1983 . The Bayesian Analysis of Structural Change in Multivariate Linear Models , Stillwater, Oklahoma : Oklahoma State University .
  • Poirier , D.J. 1976 . The Econometrics of Structural Change , New York and Amsterdam : North-Holland Publishing Co .
  • Salazar , D. 1980 . The Analysis of Structural Changes in Time Series and Multivariate Linear Models , Stillwater, Oklahoma : Oklahoma State University .
  • Sen , A.K. and Srivastava , M.S. 1973 . On Multivariate Tests for Detecting Change in Mean . Sankhya , 35 : 173 – 185 .
  • Srivastava , M.S. 1980 . On Tests for Detecting Change in the Multivariate Mean , University of Toronto .
  • Tsurumi , H. 1980 . “ A Bayesian Estimation of Structural Shifts by Switching Regressioon with Application to the US Gasoline Market ” . In Bayesian Analysis in Econometrics and Statistics:Essays in Honor of Harold Jeffreys , Edited by: Zellner , A. New Yorkand Amsterdam : North-Holland Publishing Co. .

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