Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/76240
Authors: 
Gärtner, Dennis
Year of Publication: 
2007
Series/Report no.: 
Working Paper, Socioeconomic Institute, University of Zurich 0719
Abstract: 
By means of a very simple example, this note illustrates the appeal of using Bayesian rather than classical methods to produce inference on hidden states in models of Markovian regime switching.
Subjects: 
Bayesian analysis
switching regression
regime changes
nonlinear filtering
JEL: 
C11
C22
Document Type: 
Working Paper

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