Pages that link to "Item:Q4541310"
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The following pages link to Efficient Bayesian Inference for Dynamic Mixture Models (Q4541310):
Displaying 25 items.
- A unified approach to nonlinearity, structural change, and outliers (Q278493) (← links)
- Methods for inference in large multiple-equation Markov-switching models (Q299218) (← links)
- The information content of capacity utilization for detrending total factor productivity (Q318374) (← links)
- A flexible approach to parametric inference in nonlinear and time varying time series models (Q736695) (← links)
- Efficient MCMC sampling in dynamic mixture models (Q892446) (← links)
- Factor estimation using MCMC-based Kalman filter methods (Q961117) (← links)
- Dynamic detection of change points in long time series (Q995801) (← links)
- Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
- Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (Q1740349) (← links)
- The marginal likelihood of dynamic mixture models (Q1927041) (← links)
- Structural evolution of the postwar U.S. economy (Q1994526) (← links)
- Relevant parameter changes in structural break models (Q2190210) (← links)
- A flexible particle Markov chain Monte Carlo method (Q2195824) (← links)
- The horseshoe prior for time-varying parameter VARs and monetary policy (Q2246638) (← links)
- On the evolution of the monetary policy transmission mechanism (Q2271686) (← links)
- Time-varying sparsity in dynamic regression models (Q2512529) (← links)
- FORECASTING VOLATILITY IN THE PRESENCE OF MODEL INSTABILITY (Q2810422) (← links)
- Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (Q3065508) (← links)
- On the consistency of Bayes estimates for the infinite continuous mixture of Dirichlet distributions (Q5071986) (← links)
- Learning, Structural Instability, and Present Value Calculations (Q5292350) (← links)
- Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy (Q5861442) (← links)
- BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS (Q6088682) (← links)
- A consistent on‐line Bayesian procedure for detecting change points (Q6090002) (← links)
- Forecasting inflation using time-varying Bayesian model averaging (Q6552783) (← links)
- Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section (Q6616601) (← links)
