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Inference for the Hyperparameters of Structural Models Under Classical and Bayesian Perspectives: A Comparison Study
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    Inference for the Hyperparameters of Structural Models Under Classical and Bayesian Perspectives: A Comparison Study (English)
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    3 February 2011
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    bootstrap
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    confidence and credibility intervals
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    dynamic linear models
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    state space models
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    Metropolis-Hastings
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