A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models
Year of publication: |
2001
|
---|---|
Authors: | Kim, Chang-jin ; Nelson, Charles R. |
Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 42.2001, 4, p. 989-1013
|
Subject: | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Theorie | Theory |
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