Authors: Maheu, John M. Song, Yong

Citation: M. Maheu, John et Song, Yong, An efficient Bayesian approach to multiple structural change in multivariate time series, Journal of applied econometrics , 33(2), 2018, pp. 251-270

Authors: Song, Yong

Citation: Song, Yong, Modelling regime switching and structural breaks with an infinite hidden Markov model, Journal of applied econometrics , 29(5), 2014, pp. 825-842