Bayesian Clustering of Categorical Time Series Using Finite Mixtures of Markov Chain Models
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- Aßmann, Christian & Boysen-Hogrefe, Jens, 2011. "A Bayesian approach to model-based clustering for binary panel probit models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 261-279, January.
More about this item
KeywordsMarkov chain Monte Carlo; model-based clustering; panel data; transition matrices; labor market; wage mobility;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-08-02 (All new papers)
- NEP-ECM-2009-08-02 (Econometrics)
- NEP-ETS-2009-08-02 (Econometric Time Series)
- NEP-ORE-2009-08-02 (Operations Research)
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