A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models
Year of publication: |
1999
|
---|---|
Authors: | Kim, Chang-jin ; Nelson, Charles R. |
Publisher: |
[S.l.] : SSRN |
Subject: | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.148299 [DOI] |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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