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Contribution Details

Type Working Paper
Scope Discipline-based scholarship
Title Why Bayes Rules: A Note on Bayesian vs. Classical Inference in Regime Switching Models
Organization Unit
Authors
  • Dennis Gaertner
Language
  • English
Institution University of Zurich
Series Name Working paper series / Socioeconomic Institute
Number No. 719
Date 2007
Abstract Text By means of a very simple example, this note illustrates the appeal of using Bayesian rather than classical methods to producen inference on hidden states in models of Markovian regime switching.
Official URL http://www.econ.uzh.ch/wp.html
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