Bayesian Analysis of the Stochastic Switching Regression Model Using Markov Chain Monte Carlo Methods
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- Odejar, Maria Ana E & McNulty, Mark S, 2001. "Bayesian Analysis of the Stochastic Switching Regression Model Using Markov Chain Monte Carlo Methods," Computational Economics, Springer;Society for Computational Economics, vol. 17(2-3), pages 265-284, June.
References listed on IDEAS
- Beard, T Randolph & Caudill, Steven B & Gropper, Daniel M, 1991. "Finite Mixture Estimation of Multiproduct Cost Functions," The Review of Economics and Statistics, MIT Press, vol. 73(4), pages 654-664, November.
- Kon, Stanley J & Jen, Frank C, 1978. "Estimation of Time-Varying Systematic Risk and Performance for Mutual Fund Portfolios: An Application of Switching Regression," Journal of Finance, American Finance Association, vol. 33(2), pages 457-475, May.
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- Ya-Chen Shih & Nebiyou Bekele & Ying Xu, 2007. "Use of Bayesian Net Benefit Regression Model to Examine the Impact of Generic Drug Entry on the Cost Effectiveness of Selective Serotonin Reuptake Inhibitors in Elderly Depressed Patients," PharmacoEconomics, Springer, vol. 25(10), pages 843-862, October.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-1999-07-12 (Econometrics)
- NEP-ETS-1999-07-12 (Econometric Time Series)
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