Why bayes rules : a note on Bayesian vs. classical inference in regime switching models

Dennis Gärtner

By means of a very simple example, this note illustrates the appeal of using Bayesian rather than classical methods to produce inference on hidden states in models of Markovian regime switching. -- Bayesian analysis ; switching regression ; regime changes ; nonlinear filtering

Year of publication:	2007
Authors:	Gärtner, Dennis
Publisher:	Zürich : Univ., Sozialökonomisches Inst.
Subject:	Bayes-Statistik \| Bayesian inference \| Induktive Statistik \| Statistical inference \| Markov-Kette \| Markov chain \| Modellierung \| Scientific modelling

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