A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models

Journal of Econometrics

Volumn 76, Issue 1-2, 1997, Pages 39-52

  Shively, Thomas S ^a   Kohn, Robert ^b  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Kalman filter; Numerical integration; Posterior probability; State space model

Indexed keywords

EID: 0042595678     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(95)01781-X     Document Type: Article

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