Modelling regime switching and structural breaks with an infinite hidden Markov model
Yong Song
| Year of publication: |
2014
|
|---|---|
| Authors: | Song, Yong |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 29.2014, 5, p. 815-842
|
| Subject: | Markov-Kette | Markov chain | Strukturbruch | Structural break | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010414844