A nonparametric Bayesian Approach to detect the number of regimes in Markov Switching models

Abstract
Publication Date:
1999
Short description:
A nonparametric Bayesian Approach to detect the number of regimes in Markov Switching models / Otranto, Edoardo; G. M., Gallo. - (1999), pp. 18-18. (Intervento presentato al convegno Econometric Society European Meeting tenutosi a Santiago de Compostela nel 29 Agosto- 1 Settembre 1999).
Iris type:
4.2 Abstract in Atti di convegno
List of contributors:
Authors of the University:
Handle:
https://iris.uniss.it/handle/11388/151432
Book title:
-