Shahbaba, Babak - In: Studies in Nonlinear Dynamics & Econometrics 13 (2009) 2, pp. 1609-1609
This paper discuses the application of mixture models for analyzing data with hidden structure. More specifically, we are interested in situations where the structure is due to some unobserved factors. Detecting the latent structures in data is not trivial. On the other hand, since such...