Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation
type: Item
instance of: scholarly article
title: Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation
zbMATH Open document ID: 1084.62021
author: Nicolas Chopin
author: Florian Pelgrin
published in: Journal of Econometrics
publication date: 2004-11-18T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 2116208
zbMATH Keywords: Hidden Markov models
zbMATH Keywords: Information content of the yield curve
zbMATH Keywords: Particle filters
zbMATH Keywords: State number determination
zbMATH Keywords: Switching regression models
MaRDI profile type: Publication
full work available at URL: j.jeconom.2003.12.010
OpenAlex ID: W1990134292
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DOI: 10.1016/J.JECONOM.2003.12.010
description: scientific article; zbMATH DE number 2116208