Results for switching state space model

Publications & Outputs

1. Model switching and model averaging in time-varying parameter regression models

   Gonzalez Belmonte, M. A. & Koop, G., 2014, Bayesian model comparision. Emerald Group Publishing Ltd., p. 45-69 25 p. (Advances in Econometrics; vol. 34).

   Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter (peer-reviewed) › peer-review