Model-based clustering of categorical time series

DOI10.1214/10-BA606zbMath1330.62256OpenAlexW1988197914MaRDI QIDQ75958

Christoph Pamminger, Sylvia Frühwirth-Schnatter, Christoph Pamminger, Sylvia Frühwirth-Schnatter

Publication date: 1 June 2010

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1340218342

zbMATH Keywords

labor marketMarkov chain Monte Carlomodel-based clusteringpanel datatransition matriceswage mobility

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistical methods; economic indices and measures (91B82)

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