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Search: subject:"Single-Move Sampler"
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ARMA model with Regime Switching
2
Absorbing State
2
Ex-Ante Real Interest Rate
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Metropolis-Hastings Algorithm
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Multi-move Sampler
2
Single-Move Sampler
2
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Free
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Undetermined
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Kim, Chang-Jin
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Kim, Jaeho
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Institute of Economic Research, Korea University
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Discussion Paper Series / Institute of Economic Research, Korea University
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MPRA Paper
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RePEc
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Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks
Kim, Chang-Jin
;
Kim, Jaeho
-
Institute of Economic Research, Korea University
-
2013
) based on a
single-move
sampler
, our algorithm can achieve reasonably fast convergence to the posterior distribution even …
Persistent link: https://www.econbiz.de/10010711822
Saved in:
2
Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks
Kim, Chang-Jin
;
Kim, Jaeho
-
Volkswirtschaftliche Fakultät, …
-
2013
) based on a
single-move
sampler
, our algorithm can achieve reasonably fast convergence to the posterior distribution even …
Persistent link: https://www.econbiz.de/10011109928
Saved in:
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