Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market

DOI10.1080/07474930701220634zbMath1112.62017OpenAlexW3124225341MaRDI QIDQ5292358

Michel Lubrano, Luc Bauwens

Publication date: 20 June 2007

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://sites.uclouvain.be/econ/DP/IRES/2006-27.pdf

zbMATH Keywords

latent variablesBayesian inferencedata augmentationcredit rationingdisequilibrium modelpoland

Mathematics Subject Classification ID

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Cites Work

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• Bayesian analysis of switching regression models
• A smooth likelihood simulator for dynamic disequilibrium models
• The Calculation of Posterior Distributions by Data Augmentation
• Disequilibrium Econometrics for Business Loans
• Bayesian Measures of Model Complexity and Fit
• Maximum Likelihood Methods for Models of Markets in Disequilibrium

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