Permanent URL to this publication: http://dx.doi.org/10.5167/uzh-52388
Gaertner, Dennis (2007). Why Bayes Rules: A Note on Bayesian vs. Classical Inference in Regime Switching Models. Working paper series / Socioeconomic Institute No. 719, University of Zurich.
By means of a very simple example, this note illustrates the appeal of using Bayesian rather than classical methods to producen inference on hidden states in models of Markovian regime switching.
|Item Type:||Working Paper|
|Communities & Collections:||03 Faculty of Economics > Department of Economics|
Working Paper Series > Socioeconomic Institute (former)
|JEL Classification:||C11, C22|
|Deposited On:||29 Nov 2011 22:47|
|Last Modified:||09 Jul 2012 05:04|
|Series Name:||Working paper series / Socioeconomic Institute|
Users (please log in): suggest update or correction for this item
Repository Staff Only: item control page