Umlauf, Nikolaus; Adler, Daniel; Kneib, Thomas; Lang, Stefan - Institut für Finanzwissenschaft, Fakultät für … - 2012
estimating STAR models based on Markov chain Monte Carlo (MCMC) simulation techniques, a mixed model representation of STAR … models, or stepwise regression techniques combining penalized least squares estimation with model selection. BayesX not only …, or continuous time multi-state models. This paper presents a new fully interactive R interface to BayesX: the R package R …