A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
type: Item
instance of: scholarly article
title: A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
zbMATH Open document ID: 0877.62105
DOI: 10.1016/0304-4076(95)01781-X
author: Thomas S. Shively
author: Robert Kohn
published in: Journal of Econometrics
publication date: 1997-12-15T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 1042438
zbMATH Keywords: Kalman filter
zbMATH Keywords: posterior probability
zbMATH Keywords: state space model
zbMATH Keywords: Bayesian model selection procedure
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1042438