Estimation and comparison of multiple change-point models

Journal of Econometrics

Volumn 86, Issue 2, 1998, Pages 221-241

  Chib, Siddhartha ^a  

^a WASHINGTON UNIVERSITY IN ST LOUIS   (United States)

Author keywords

Bayes factors; Change points; Gibbs sampling; Hidden Markov model; Marginal likelihood; Markov chain Monte Carlo; Markov mixture model; Monte Carlo EM

Indexed keywords

EID: 0003122168     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00115-2     Document Type: Article

References (20)

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