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Type | Working Paper |
Scope | Discipline-based scholarship |
Title | Why Bayes Rules: A Note on Bayesian vs. Classical Inference in Regime Switching Models |
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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 |
PDF File | Download from ZORA |
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