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Markov-Kette
Bayesian inference
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Bauwens, Luc
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Dufays, Arnaud
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Li, Guangjie
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Rombouts, Jeroen V. K.
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of econometrics
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ECONIS (ZBW)
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Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
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2
A stochastic frontier model with structural breaks in efficiency and technology
Li, Guangjie
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 131-159
Persistent link: https://www.econbiz.de/10011318292
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