Bayesian subset selection for two-threshold variable autoregressive models
Year of publication: |
Sep 2018
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Authors: | Ni, Shuxia ; Xia, Qiang ; Liu, Jinshan |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 22.2018, 4, p. 1-16
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Subject: | autoregressive models | Bayesian inference | Markov chain Monte Carlo | stochastic search | two-threshold variable | Theorie | Theory | Bayes-Statistik | Markov-Kette | Markov chain | Autokorrelation | Autocorrelation | Monte-Carlo-Simulation | Monte Carlo simulation |
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