Why Bayes Rules: A Note on Bayesian vs. Classical Inference in Regime Switching Models

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.

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Abstract

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)
DDC:	330 Economics
JEL Classification:	C11, C22
Language:	English
Date:	December 2007
Deposited On:	29 Nov 2011 23:47
Last Modified:	09 Jul 2012 07:04
Series Name:	Working paper series / Socioeconomic Institute
Official URL:	http://www.econ.uzh.ch/wp.html

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