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Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques
Frühwirth-Schnatter, Sylvia, (2004)
Efficient Bayesian parameter estimation
Frühwirth-Schnatter, Sylvia, (2012)
A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models
Miazhynskaia, Tatiana, (2003)