Regime-Switching Models May 18, 2005 James D. Hamilton Department of Economics, 0508 University of California, San Diego La Jolla, CA - Factor theory - Document - PDFSEARCH.IO

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	Regime-Switching Models May 18, 2005 James D. Hamilton Department of Economics, 0508 University of California, San Diego La Jolla, CA Add to Reading List Document Date: 2005-08-29 12:45:38 Open Document File Size: 154,82 KB Share Result on Facebook City Tjøstheim / / Company Diebold / Renault / / Currency pence / / / Facility University of California / / IndustryTerm probability law / by-product / Vector applications / eﬃcient algorithm / natural device / iterative algorithm / probability law governing yt / / Organization James D. Hamilton Department of Economics / University of California / San Diego / / Person James D. Hamilton / / / Position Fisher / / Technology speech recognition / eﬃcient algorithm / iterative algorithm / / SocialTag Bayesian statistics Statistical theory Markov chain Maximum likelihood Hidden Markov model Likelihood function Conjugate prior Bayes factor Statistics Estimation theory

Regime-Switching Models May 18, 2005 James D. Hamilton Department of Economics, 0508 University of California, San Diego La Jolla, CAAdd to Reading List