Why Bayes Rules: A Note on Bayesian vs. Classical Inference in Regime Switching Models
Accéder
Auteur(s)
Gaertner, Dennis
Accéder
Texte intégral indisponibleBeschreibung
By means of a very simple example, this note illustrates the appeal of using Bayesian rather than classical methods to producen inference on hidden states in models of Markovian regime switching.
Institution partenaire
Langue
English
Datum
2007
Le portail de l'information économique suisse
© 2016 Infonet Economy
