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  • Search: subject:"Label switching"
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Year of publication
Subject
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Label switching 4 Markov chain 3 Markov-Kette 3 label switching 3 Bayes-Statistik 2 Bayesian VAR 2 Bayesian inference 2 Estimation 2 Markov mixture models 2 Mixed frequencies 2 Schätzung 2 USA 2 United States 2 Bayesian 1 Bayesian latent class model 1 Bayesian methods 1 Bruttoinlandsprodukt 1 Business cycle 1 Business cycles 1 Economic growth 1 Geldpolitik 1 Gibbs sampler 1 Gibbs sampling 1 Great Moderation 1 Gross domestic product 1 Großbritannien 1 Identification of states 1 Inflation 1 Internet Engineering Task Force (IETF) 1 Konjunktur 1 MCMC 1 MCMC method 1 Markov chain Monte Carlo 1 Markov switching model 1 Markov-switching model 1 Mixture models 1 Monetary policy 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 MultiProtocol Label Switching (MPLS) 1
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Online availability
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Free 4 Undetermined 4
Type of publication
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Article 7 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 1
Language
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English 5 Undetermined 4 Romanian 1
Author
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Jiang, Yu 2 Viefers, Paul 2 Davidescu, Niculae 1 Dumitru, Ştefan 1 Fang, Xianming 1 Huang, Guan-Hua 1 Hwu, Shih-Tang 1 Kim, Chang-jin 1 Machado, Carla 1 Martín, J. 1 Nunes, Francisco 1 Pan, Jia-Chiun 1 Paulino, Carlos Daniel 1 Pooter, Michiel D. de 1 Pérez, C. 1 Rufo, M. 1 Segers, Rengert 1 Săhlean, Bogdan 1
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Institution
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Society for Computational Economics - SCE 1
Published in...
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Applied economics letters 1 Computational Statistics 1 Computing in Economics and Finance 2004 1 DIW Discussion Papers 1 Discussion Papers of DIW Berlin 1 Economics letters 1 Journal of Applied Statistics 1 Psychometrika 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 Theoretical and Applied Economics 1
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Source
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RePEc 6 ECONIS (ZBW) 3 EconStor 1
Showing 1 - 10 of 10
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Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Hwu, Shih-Tang; Kim, Chang-jin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 177-199
Persistent link: https://www.econbiz.de/10014631899
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Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu - In: Economics letters 190 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
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Bayesian inference for the mixed-frequency VAR model
Viefers, Paul - 2011
, one is able to surmount some well-known issues connected to inference on mixture models, e.g. the label switching problem …
Persistent link: https://www.econbiz.de/10010287258
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Bayesian Inference for the Mixed-Frequency VAR Model
Viefers, Paul - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2011
, one is able to surmount some well-known issues connected to inference on mixture models, e.g. the label switching problem …
Persistent link: https://www.econbiz.de/10009371746
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OPTIMAL SOLUTIONS IN BANKING MANAGEMENT: USEAGE OF INTRANET SITE OR PRIVATE NETWORKS
Davidescu, Niculae; Dumitru, Ştefan; Săhlean, Bogdan - In: Theoretical and Applied Economics 12(541)(supplement) (2009) 12(541)(supplement), pp. 619-625
Banking companies face an essential dilemma is for the credibility and effectiveness of operation: who is the best solution for the bank to tranzacţiiile secure, fast, effective and compatible? Variations consist in the age of Intranet site or Virtual private networks. Intranet solution...
Persistent link: https://www.econbiz.de/10008675927
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Bayesian Inferences of Latent Class Models with an Unknown Number of Classes
Pan, Jia-Chiun; Huang, Guan-Hua - In: Psychometrika 79 (2014) 4, pp. 621-646
This paper focuses on analyzing data collected in situations where investigators use multiple discrete indicators as surrogates, for example, a set of questionnaires. A very flexible latent class model is used for analysis. We propose a Bayesian framework to perform the joint estimation of the...
Persistent link: https://www.econbiz.de/10011151906
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Identify regimes in post-war US GDP growth
Jiang, Yu; Fang, Xianming - In: Applied economics letters 21 (2014) 4/6, pp. 397-401
Persistent link: https://www.econbiz.de/10010413712
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Deprivation analysis based on Bayesian latent class models
Machado, Carla; Paulino, Carlos Daniel; Nunes, Francisco - In: Journal of Applied Statistics 36 (2009) 8, pp. 871-891
This article seeks to measure deprivation among Portuguese households, taking into account four well-being dimensions - housing, durable goods, economic strain and social relationships - with survey data from the European Community Household Panel. We propose a multi-stage approach to a...
Persistent link: https://www.econbiz.de/10004966830
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Bayesian analysis of finite mixture models of distributions from exponential families
Rufo, M.; Martín, J.; Pérez, C. - In: Computational Statistics 21 (2006) 3, pp. 621-637
Persistent link: https://www.econbiz.de/10005166786
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Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling
Pooter, Michiel D. de; Segers, Rengert - Society for Computational Economics - SCE - 2004
The shape of the likelihood of several recently developed econometric models is often non-elliptical. Learning this shape using Gibbs sampling is discussed in this paper. A systematic analysis using graphical and computational methods is presented. Examples of the models considered in this paper...
Persistent link: https://www.econbiz.de/10005345329
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