A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models

Academic Article

Publication Date:

2002

Short description:

A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models / Otranto, Edoardo; G., Gallo. - In: ECONOMETRIC REVIEWS. - ISSN 0747-4938. - 21:(2002), pp. 477-496.

Iris type:

1.1 Articolo in rivista

List of contributors:

Otranto, Edoardo; G., Gallo

Authors of the University:

OTRANTO Edoardo

Handle:

https://iris.uniss.it/handle/11388/150006

Published in:

ECONOMETRIC REVIEWS

Journal