Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000)

Journal of Business and Economic Statistics

Volumn 21, Issue 4, 2003, Pages 570-576

  Liesenfeld, Roman ^a   Richard, Jean François ^b  

^a UNIVERSITY OF TÜBINGEN   (Germany)

^b UNIVERSITY OF PITTSBURGH   (United States)

Author keywords

Bayesian posterior means; Efficient importance sampling; Latent variable; Markov chain Monte Carlo; Maximum likelihood

Indexed keywords

EID: 0242381883     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500103288619287     Document Type: Review

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