Modelling regime switching and structural breaks with an infinite hidden Markov model
Year of publication: |
2014
|
---|---|
Authors: | Song, Yong |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 29.2014, 5, p. 815-842
|
Subject: | Markov-Kette | Markov chain | Strukturbruch | Structural break | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | USA | United States |
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