Bayesian analysis of the stochastic switching regression model using Markov chain Monte Carlo methods

DOI10.1023/A:1011673403421zbMath0998.62016MaRDI QIDQ5953184

Maria Ana E. Odejar, Mark S. McNulty

Publication date: 27 November 2002

Published in: Computational Economics (Search for Journal in Brave)

zbMATH Keywords

EM algorithmMarkov chain Monte Carlosimulationsposterior meanGibbs samplingconjugate priorsdata augmentationstochastic switching regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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