scientific article; zbMATH DE number 7247639

zbMath1474.62426MaRDI QIDQ5120602

Songsak Sriboonchitta, Pathairat Pastpipatkul, Paravee Maneejuk

Publication date: 15 September 2020

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/2489

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Markov switchingBayesian estimationtime-varying coefficientThai rice

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Bayesian forecasting and dynamic models.
• Dynamic linear models with Markov-switching
• Efficient simulation and integrated likelihood estimation in state space models
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Estimation of state-space models with endogenous Markov regime-switching parameters

This page was built for publication: