Paap, R.; Dijk, A. van - Erasmus University Rotterdam, Econometric Institute - 2006
explanatory variables, mixture regression, Bayesian analy-
sis, Markov Chain Monte Carlo
⁄We thank Dennis Fok, Philip Hans Franses …, one
can use a standard Markov Chain Monte Carlo [MCMC] sampler for the model describing
individual response.
The outline …