scientific article; zbMATH DE number 4143314

MaRDI QIDQ3474017zbMATH OpenFDO

Authors Michel Lubrano

Publication date 1990

zbMATH Keywords

algorithmcorrect starting valuesintegrating posterior densitieslabour marketMonte Carlo methodsoptimization of a non-smooth likelihood functionswitching regression models

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear inference, regression (62J99) Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Bayesian analysis of switching regression models
• A Bayesian analysis of some threshold switching models
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• Bayesian analysis of the stochastic switching regression model using Markov chain Monte Carlo methods
• Fully Bayesian analysis of switching Gaussian state space models

Cited in

(8)

• A Bayesian analysis of some threshold switching models
• Bayesian analysis of switching regression models
• Some aspects of prior elicitation problems in disequilibrium models
• Constructing a switching regression with unknown switching points
• An approximate method of constructing a switching regression with unknown switch points
• An Efficient Estimation for Switching Regression Models: A Monte Carlo Study
• Switching Linear Models: A General Approach
• Bayesian analysis of the stochastic switching regression model using Markov chain Monte Carlo methods

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