MCMC method for Markov mixture simultaneous-equation models: a note

The methods developed by Hamilton 1989 and Chib 1996 to identied multiple-equation models. It details Bayesian estimation and inference for a class of models with different degrees of time variation and discuss analytical and computational difculties.

Рубрика Математика
Вид статья
Язык английский
Дата добавления 28.06.2013
Размер файла 101,7 K

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