Beta-product dependent Pitman-Yor processes for Bayesian inference

Journal of Econometrics

Volumn 180, Issue 1, 2014, Pages 49-72

  Bassetti, Federico ^a   Casarin, Roberto ^b   Leisen, Fabrizio ^c  

^a UNIVERSITY OF PAVIA   (Italy)

^b CA' FOSCARI UNIVERSITY OF VENICE   (Italy)

^c UNIVERSITY OF KENT   (United Kingdom)

Author keywords

Bayesian non parametrics; Dirichlet process; Panel vector autoregressive process; Pitman Yor process; Stick breaking process

Indexed keywords

BAYESIAN NETWORKS; TIME SERIES ANALYSIS;

AUTO REGRESSIVE PROCESS; BAYESIAN NONPARAMETRICS; DIRICHLET PROCESS; DIRICHLET PROCESS MIXTURE; MONTE CARLO MARKOV CHAIN; NON-PARAMETRIC MODELLING; REPEATED MEASUREMENTS; VECTOR AUTOREGRESSIVE MODEL;

INFERENCE ENGINES;

EID: 84898011659     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2014.01.007     Document Type: Article

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