Why Bayes Rules: A Note on Bayesian vs. Classical Inference in Regime Switching Models

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Auteur(s)

Gaertner, Dennis

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Texte intégral indisponible

Descrizione

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.

Langue

English

Data

2007

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