A Hidden Markov Model as a Dynamic Bayesian Classifier, With an Application to Forecasting Business-Cycle Turning Points
Year of publication: |
1998-04-01
|
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Authors: | Koskinen, Lasse ; Öller, Lars-Erik |
Institutions: | Konjunkturinstitutet, Government of Sweden |
Subject: | Empirical Bayesian | Expectation | Leading Indicator | Pattern Recognition | Probability Forecast | Regime-Switching Model |
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