Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation
| Year of publication: |
2004
|
|---|---|
| Authors: | Chopin, Nicolas ; Pelgrin, Florian |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 123.2004, 2, p. 327-344
|
| Publisher: |
Elsevier |