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On marginal likelihood computation in change-point models
BAUWENS, Luc; ROMBOUTS, Jeroen - Center for Operations Research and Econometrics (CORE), … - 2009
results from three empirical illustrations, a simulation study shows that Chib's method is robust with respect to the choice …
Persistent link: https://www.econbiz.de/10008550205
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On Marginal Likelihood Computation in Change-point Models
Bauwens, Luc; Rombouts, Jeroen V.K. - Centre Interuniversitaire sur le Risque, les Politiques … - 2009
results from three empirical illustrations, a simulation study shows that Chib’s method is robust with respect to the choice …
Persistent link: https://www.econbiz.de/10008531437