Panel data analysis: a survey on model-based clustering of time series
Year of publication: |
2011
|
---|---|
Authors: | Frühwirth-Schnatter, Sylvia |
Published in: |
Advances in Data Analysis and Classification. - Springer. - Vol. 5.2011, 4, p. 251-280
|
Publisher: |
Springer |
Subject: | Markov chain Monte Carlo | Longitudinal data | Panel data | Model selection | Discrete-valued time series | Regularization | Skewed distributions |
-
Tsay, Ruey S., (2012)
-
Diebold, Francis X., (2019)
-
Stock return predictability : a factor-augmented predictive regression system with shrinkage method
Ohno, Saburo, (2018)
- More ...
-
Frühwirth-Schnatter, Sylvia, (2010)
-
Bayesian Clustering of Categorical Time Series Using Finite Mixtures of Markov Chain Models
Frühwirth-Schnatter, Sylvia, (2009)
-
Frühwirth-Schnatter, Sylvia, (2010)
- More ...