Bayesian multi-regime smooth transition regression with ordered categorical variables (Q1927195)

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Bayesian multi-regime smooth transition regression with ordered categorical variables
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    Bayesian multi-regime smooth transition regression with ordered categorical variables (English)
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    30 December 2012
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    Bayesian econometrics
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    cumulative probit model
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    Markov chain Monte Carlo
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    multivariate time series
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    nonlinear time series
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    ordinal regression
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