10 In Example 8 11 (structural shifts in unemployment), assess the fit of a model assuming and var(t ) unknown whereas 1 and 2 are preset (e g at 0 05) Are inferences changed with regard to outlier time points ...

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10. In Example 8.11 (structural shifts in unemployment), assess the fit of a model assuming and...

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10. In Example 8.11 (structural shifts in unemployment), assess the fit of a model assuming α

and var(νt ) unknown whereas η1 and η2 are preset (e.g. at 0.05). Are inferences changed with regard to outlier time points?

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Bayesian Statistical Modelling

ISBN: 9788126545131

2nd Edition

Authors: Peter D. Congdon

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10. In Example 8.11 (structural shifts in unemployment), assess the fit of a model assuming and var(t ) unknown whereas 1 and 2 are preset (e.g. at 0.05). Are inferences changed with regard to...
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10. In Example 8.11 (structural shifts in unemployment), assess the fit of a model assuming and...

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