Time reversibility of stationary regular finite-state Markov chains

Journal of Econometrics

Volumn 136, Issue 1, 2007, Pages 303-318

  McCausland, William J ^a  

^a CIRANO   (Canada)

Author keywords

Bayesian inference; Finite state Markov chains; Hidden Markov models; Time reversibility

Indexed keywords

FINITE AUTOMATA; GASOLINE; INVESTMENTS; PARAMETER ESTIMATION;

BAYESIAN INFERENCES; FINITE STATE MARKOV CHAINS; HIDDEN MARKOV MODELS; TIME REVERSIBILITY;

MARKOV PROCESSES;

EID: 33748593106     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.09.001     Document Type: Article

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