Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Shih-Tang Hwu and Chang-Jin Kim
| Year of publication: |
2024
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| Authors: | Hwu, Shih-Tang ; Kim, Chang-jin |
| 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. 28.2024, 2, p. 177-199
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| Subject: | identification condition | label switching problem | Markov chain Monte Carlo | mixture of normals | semi-parametric Bayesian inference | unknown error distribution | Markov-Kette | Markov chain | Theorie | Theory | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Statistische Verteilung | Statistical distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Fehler | Statistical error |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2022-0055 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631899