A Bayesian analysis of some threshold switching models
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Publication:1064707
DOI10.1016/0304-4076(85)90034-XzbMath0576.62046MaRDI QIDQ1064707
A. M. Pole, Adrian F. M. Smith
Publication date: 1985
Published in: Journal of Econometrics (Search for Journal in Brave)
predictiondualitymaximum likelihoodinferenceconcurrencytime series modelsthreshold switching regression modelstwo- dimensional linear dichotomy function
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Bayesian inference (62F15)
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