Bayesian subset selection for threshold autoregressive moving-average models

Cathy W. S. Chen (), Feng Liu and Richard Gerlach ()

Computational Statistics, 2011, vol. 26, issue 1, 30 pages

Keywords: Bayesian model averaging; Mixture normal distribution; Stochastic search variable selection method (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s00180-010-0198-0

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