The speed of adjustment of financial ratios: A hierarchical Bayesian approach using mixtures

DOI10.1002/asmb.698zbMath1199.91157MaRDI QIDQ3552619

Manuel Salvador, Jose Luis Gallizo, Pilar Gargallo

Publication date: 22 April 2010

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.698

zbMATH Keywords

MCMC methods; mixtures; hierarchical Bayesian approach; speed of adjustment; financial ratios; partial adjustment model

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62F15: Bayesian inference

91B84: Economic time series analysis

65C40: Numerical analysis or methods applied to Markov chains

Cites Work

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