Estimating the Markov-switching almost ideal demand systems: a Bayesian approach

Empirical Economics ◽

10.1007/s00181-013-0777-3 ◽

2013 ◽

Vol 47 (4) ◽

pp. 1193-1220

Author(s):

Satoshi Kabe ◽

Yuichiro Kanazawa

Keyword(s):

Bayesian Approach ◽

Markov Switching ◽

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A Bayesian approach to aggregation in demand systems: smoothing with perfect substitution priors

Applied Economics ◽

10.1080/00036846.2013.788784 ◽

2013 ◽

Vol 45 (31) ◽

pp. 4452-4462

Author(s):

Hoanjae Park ◽

Walter N. Thurman

Keyword(s):

Bayesian Approach ◽

Demand Systems ◽

Perfect Substitution

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Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach

Computational Statistics ◽

10.1007/s00180-015-0624-4 ◽

2015 ◽

Vol 31 (1) ◽

pp. 1-24 ◽

Author(s):

Cathy W. S. Chen ◽

Sangyeol Lee ◽

Shu-Yu Chen

Keyword(s):

Bayesian Approach ◽

Markov Switching ◽

Garch Models ◽

Stationarity Test ◽

Approximate Bayesian

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Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle

Review of Economics and Statistics ◽

10.1162/003465399558472 ◽

1999 ◽

Vol 81 (4) ◽

pp. 608-616 ◽

Author(s):

Chang-Jin Kim ◽

Charles R. Nelson

Keyword(s):

Business Cycle ◽

Bayesian Approach ◽

Markov Switching ◽

Markov Switching Model ◽

Switching Model ◽

The Business Cycle ◽

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A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS

Econometric Reviews ◽

10.1081/etc-120015387 ◽

2002 ◽

Vol 21 (4) ◽

pp. 477-496 ◽

Author(s):

Edoardo Otranto ◽

Giampiero M. Gallo

Keyword(s):

Bayesian Approach ◽

Markov Switching ◽

Nonparametric Bayesian ◽

Markov Switching Models ◽

Switching Models

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A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models

SSRN Electronic Journal ◽

10.2139/ssrn.148299 ◽

1999 ◽

Author(s):

Chang-Jin Kim ◽

Charles R. Nelson

Keyword(s):

Bayesian Approach ◽

Markov Switching ◽

Factor Models ◽

Dynamic Factor ◽

Dynamic Factor Models

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A Bayesian Approach To Testing for Markov‐Switching in Univariate and Dynamic Factor Models

International Economic Review ◽

10.1111/1468-2354.00143 ◽

2001 ◽

Vol 42 (4) ◽

pp. 989-1013 ◽

Author(s):

Chang‐Jin Kim ◽

Charles R. Nelson

Keyword(s):

Bayesian Approach ◽

Markov Switching ◽

Factor Models ◽

Dynamic Factor ◽

Dynamic Factor Models

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Parameter estimation of Markov-switching Hammerstein systems using the variational Bayesian approach

IET Control Theory and Applications ◽

10.1049/iet-cta.2018.6236 ◽

2019 ◽

Vol 13 (11) ◽

pp. 1646-1655 ◽

Author(s):

Junxia Ma ◽

Biao Huang ◽

Feng Ding

Keyword(s):

Parameter Estimation ◽

Bayesian Approach ◽

Markov Switching ◽

Hammerstein Systems ◽

Variational Bayesian

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Bayesian Approach to Markov Switching Stochastic Volatility Model with Jumps

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2011.589331 ◽

2011 ◽

Vol 40 (10) ◽

pp. 1613-1626 ◽

Author(s):

Chao Yu ◽

Jingxiao Zhang

Keyword(s):

Stochastic Volatility ◽

Bayesian Approach ◽

Markov Switching ◽

Stochastic Volatility Model ◽

Volatility Model

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A Bayesian approach to service level performance monitoring in supplier, provider relationships

Journal of the Operational Research Society ◽

10.1038/sj.jors.2601096 ◽

2001 ◽

Vol 52 (4) ◽

pp. 383-390

Author(s):

F P Wheeler

Keyword(s):

Bayesian Approach ◽

Performance Monitoring ◽

Service Level ◽

Level Performance

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A Bayesian Approach to Incorporate Imprecise Information on Hydraulic Knowledge in a River Reach and Assess Prediction Uncertainties in Streamflow Data

World Environmental and Water Resources Congress 2018 ◽

10.1061/9780784481400.040 ◽

2018 ◽

Author(s):

Ana Luisa N. A. Osorio ◽

Cássio G. Rampinelli ◽

Dirceu S. Reis

Keyword(s):

Bayesian Approach ◽

Imprecise Information ◽

River Reach ◽

Streamflow Data

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