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Finite Mixture and Markov Switching Models
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Type: BOOK - Published: 2006-11-24 - Publisher: Springer Science & Business Media

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The past decade has seen powerful new computational tools for modeling which combine a Bayesian approach with recent Monte simulation techniques based on Markov
Essays on finite mixture models
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Finite mixture distributions are a weighted average of a finite number of distributions. The latter are usually called the mixture components. The weights are u
MCMC Estimation of Classical and Dynamic Switching and Mixture Models
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Type: BOOK - Published: 1998 - Publisher:

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In the present paper we discuss Bayesian estimation of a very general model class where the distribution of the observations is assumed to depend on a latent mi
Finite Mixture and Markov Switching Models
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The past decade has seen powerful new computational tools for modeling which combine a Bayesian approach with recent Monte simulation techniques based on Markov
Panel Markov-switching Models of Economic Phenomena
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