Koop, Gary (contributor); Potter, Simon M. (contributor) - 2007
), nests some interesting models (e.g. v = 0 is the linear model) and textbook
methods for statistical inference (e.g. MCMC … MCMC algorithms), but extend it as follows:
yt = g(zt)xt + ""t; (3)
where
s = s 1 + vd z s;z s 1 vs; (4)
and s indexes …
and prediction are available. In this paper, we apply Bayesian methods using a Markov
Chain Monte Carlo (MCMC) algorithm …