Bayesian Inference and State Number Determination for Hidden Markov Models: An Application to the Information Content of the Yield Curve about Inflation

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Serval ID
serval:BIB_FF1A5813F8D8
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Production externe
Title
Bayesian Inference and State Number Determination for Hidden Markov Models: An Application to the Information Content of the Yield Curve about Inflation
Journal
Journal of econometrics
Author(s)
Nicolas Chopin, Florian Pelgrin
Publication state
Published
Issued date
2006
Peer-reviewed
Oui
Create date
06/09/2011 15:01
Last modification date
20/08/2019 16:29
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