Bayesian Inference for Periodic Regime-switching Models
Year of publication: |
1998
|
---|---|
Authors: | Ghysels, E. ; McCulloch, R.E. ; Tsay, R.S. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 13.1998, 2, p. 129-144
|
Saved in:
Saved in favorites
Similar items by person
-
George, E.I., (1999)
-
Fitting regression models with unknown transformations using dynamic graphics
McCulloch, R.E., (1993)
-
Co-integration Constraint and Forecasting: An Empirical Examination
Lin, J.-L., (1996)
- More ...