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


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.

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.

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.

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Item Type:Working Paper
Communities & Collections:03 Faculty of Economics > Department of Economics
Working Paper Series > Socioeconomic Institute (former)
Dewey Decimal Classification:330 Economics
JEL Classification:C11, C22
Language:English
Date:December 2007
Deposited On:29 Nov 2011 22:47
Last Modified:12 Aug 2017 13:08
Series Name:Working paper series / Socioeconomic Institute
Official URL:http://www.econ.uzh.ch/wp.html

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