Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (Q1740349): Difference between revisions

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Property / DOI: 10.1016/j.jeconom.2018.11.012 / rank
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Latest revision as of 07:16, 11 December 2024

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Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
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    Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (English)
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    30 April 2019
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    Bayesian nonparametric analysis
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    change points
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    Dirichlet process
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    hierarchical priors
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    mutual fund performance
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