Bayesian Inference for the Mover-Stayer Model of Continuous Time

Denis Fougere and T. Kamionka

Working Papers from Toulouse - GREMAQ

Abstract: This paper presents bayesian inference procedures for the continuous time mover-stayer model applied to individual transition data collected in discrete time. In particular, these methods allow to derive the probability of embeddability of the discrete-time modelling with the continuous-time one. A special emphasis is put on two alternative procedures, namely the importance of sampling and Gibbs sampling algorithms.

Keywords: ANALYSE STATISTIQUE; ECONOMETRIE; MODELES ECONOMETRIQUES (search for similar items in EconPapers)
JEL-codes: C10 C11 C50 (search for similar items in EconPapers)
Pages: 36 pages
Date: 1998
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Citations: View citations in EconPapers (2)

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Related works:
Working Paper: Bayesian Inference for the Mover-Stayer Model in Continuous-Time (1992)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:gremaq:98.b

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