A flexible prior distribution for Markov switching autoregressions with Student-\(t\) errors (Q274912)
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scientific article; zbMATH DE number 6573057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A flexible prior distribution for Markov switching autoregressions with Student-\(t\) errors |
scientific article; zbMATH DE number 6573057 |
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A flexible prior distribution for Markov switching autoregressions with Student-\(t\) errors (English)
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25 April 2016
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hidden Markov models
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empirical Bayes prior
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truncated inverted gamma
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permutation sampler
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real interest rate
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