Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques
Schnatter, Sylvia Frühwirth
Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques J5709 2004 - 2004 - 143-167 V. 07 Issue. 1
Econometrics
Bayesian model choice;Bridge sampling technique;Marginal likelihoods;Markov switching models;Mixture models;
Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques J5709 2004 - 2004 - 143-167 V. 07 Issue. 1
Econometrics
Bayesian model choice;Bridge sampling technique;Marginal likelihoods;Markov switching models;Mixture models;