Methods for inference in large multiple-equation Markov-switching models

Keyphrases

• Markov Switching Model 100%
• Multiple Equations 100%
• Parameter-free 50%
• Posterior Distribution 50%
• Letting 50%
• Marginal Data Density 50%
• Posterior Density 50%
• Transition Matrix 50%
• Markov Chain Model 50%
• High-dimensional Models 50%
• Small Animal Model 50%
• MCMC Simulation 50%

Mathematics

• Markov Chain 100%
• Dimensional Model 100%
• Free Parameter 100%
• Posterior Distribution 100%
• Marginals 100%
• Transition Matrix 100%

Economics, Econometrics and Finance

• Markov Chain 100%