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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