Logistic mixtures vs. Markov chain Monte Carlo

Economic time series models and innovations have undergone through tremendous changes over the years, thus providing answers to some of the unsolvable problems. With regime switching time series models, simulated data is used to compare the unobserved state vector if it follows a Markov Chain Monte...

Full description

Saved in:
Bibliographic Details
Main Authors: De Leon, Karmello Juan C., Go, Angelie L.
Format: text
Language:English
Published: Animo Repository 2008
Subjects:
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/5070
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: De La Salle University
Language: English