Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model
type: Item
instance of: scholarly article
title: Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model
zbMATH Open document ID: 1412.62197
DOI: 10.1214/18-AOAS1168
author: Roberto Casarin
author: Claudia Foroni
author: Massimiliano Marcellino
author: Francesco Ravazzolo
published in: The Annals of Applied Statistics
publication date: 2019-02-25T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aoas/1542078056
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M02
zbMATH DE Number: 7029466
zbMATH Keywords: dynamic panel models
zbMATH Keywords: econometrics
zbMATH Keywords: mixed-frequency
zbMATH Keywords: Markov-switching
zbMATH Keywords: Bayesian inference
zbMATH Keywords: Markov chain Monte Carlo
MaRDI profile type: Publication
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OpenAlex ID: W3125320951
description: scientific article; zbMATH DE number 7029466