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
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|---|---|
| Authors: | Chopin, Nicolas ; Pelgrin, Florian |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 123.2004, 2, p. 327-344
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