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Data · dataset · 2010

Replication data for: A Bayesian Change Point Model for Historical Time Series Analysis

Listed in Harvard Dataverse

Political relationships often vary over time, but standard models ignore temporal variation in regression relationships.

Description

We describe a Bayesian model that treats the change point in a time series as a parameter to be estimated. In this model, inference for the regression coefficients reflects prior uncertainty about the location of the change point.

Inferences about regression coefficients, unconditional on the change-point location, can be obtained by simulation methods. The model is illustrated in an analysis of real wage growth in 18 OECD countries from 1965–1992.

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Where it is published

Catalogue records · 1

Topics

Inferred from text
Simulation 75%
Provenance · 1 source records, 7 field assertions
SourceKeyLast seenRaw
Harvard Dataversedoi:10.7910/DVN/KGAYVB12 d agoJSON v1
FieldAssertionExtractorEvidence
concepts[method].local:method:simulationenrichment · Harvard Dataversekeyword-concept-rules@1.0.0title+description (75%)
created_datesource · Harvard Dataverseconnector:dataverse@1.0.0
descriptionsource · Harvard Dataverseconnector:dataverse@1.0.0/description
publication_datesource · Harvard Dataverseconnector:dataverse@1.0.0
titlesource · Harvard Dataverseconnector:dataverse@1.0.0/name
updated_datesource · Harvard Dataverseconnector:dataverse@1.0.0
version_labelsource · Harvard Dataverseconnector:dataverse@1.0.0