On marginal likelihood computation in change-point models

Luc Bauwens and Jeroen VK Rombouts

No 2403, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2012-01-01
Note: In : Computationa Statistics and Data Analysis, 56(11), 3415-3429, 2012
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Citations: View citations in EconPapers (18)

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Related works:
Journal Article: On marginal likelihood computation in change-point models (2012)
Working Paper: On marginal likelihood computation in change-point models (2009)
Working Paper: On Marginal Likelihood Computation in Change-point Models (2009)
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