Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (Q1740349): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1016/j.jeconom.2018.11.012 / rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.JECONOM.2018.11.012 / rank | |||
Normal rank |
Latest revision as of 07:16, 11 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors |
scientific article |
Statements
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (English)
0 references
30 April 2019
0 references
Bayesian nonparametric analysis
0 references
change points
0 references
Dirichlet process
0 references
hierarchical priors
0 references
mutual fund performance
0 references
0 references