Bayesian inference of multivariate regression models with endogenous Markov regime-switching parameters
Young Min Kim and Kyu Ho Kang
| Year of publication: |
2022
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|---|---|
| Authors: | Kim, Young Min ; Kang, Kyu Ho |
| Subject: | auxiliary variable | Bayesian MCMC estimation | financial markets | marginal likelihood | U.S. business cycle | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Konjunktur | Business cycle | USA | United States | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Schätztheorie | Estimation theory | Finanzmarkt | Financial market |
| Description of contents: | Description [doi.org] |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbaa021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349134