JOURNAL ARTICLE
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models
Year: 2005 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)
Keywords:
Inference Bayesian probability Bayesian inference Econometrics Frequentist inference Computer science Artificial intelligence Mathematics
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43
Cited By
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FWCI (Field Weighted Citation Impact)
54
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Topics
Monetary Policy and Economic Impact
Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance
Economic, financial, and policy analysis
Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance
Market Dynamics and Volatility
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
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