Bayesian inference and state number determination for hidden Markov models : an application to the information content of the yield curve about inflation
Year of publication: |
2004
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Authors: | Chopin, Nicolas ; Pelgrin, Florian |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 123.2004, 2, p. 327-344
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Subject: | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Theorie | Theory | Inflationserwartung | Inflation expectations | Schätzung | Estimation | OECD-Staaten | OECD countries |
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