Bayesian subset selection for two-threshold variable autoregressive models
Shuxia Ni, Qiang Xia, Jinshan Liu
| Year of publication: |
Sep 2018
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|---|---|
| Authors: | Ni, Shuxia ; Xia, Qiang ; Liu, Jinshan |
| Published in: |
Studies in nonlinear dynamics and econometrics. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 22.2018, 4, p. 1-16
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| Subject: | autoregressive models | Bayesian inference | Markov chain Monte Carlo | stochastic search | two-threshold variable | Bayes-Statistik | Theorie | Theory | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2017-0062 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011965304