Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Mark Fisher, Mark J. Jensen
| Year of publication: |
2019
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|---|---|
| Authors: | Fisher, Mark ; Jensen, Mark J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 210.2019, 1, p. 187-202
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| Subject: | Bayesian nonparametric analysis | Change points | Dirichlet process | Hierarchical priors | Mutual fund performance | Bayes-Statistik | Bayesian inference | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Schätzung | Estimation | Investmentfonds | Investment Fund | Prognoseverfahren | Forecasting model | Panel | Panel study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.11.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303393