A BAYESIAN ANALYSIS OF ENDOGENOUS SWITCHING MODELS FOR COUNT DATA

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概要

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• This paper considers the count model with endogenous switching proposed by Terza (1998) from a Bayesian point of view. We consider Markov chain Monte Carlo methods to estimate the parameters of the model. Furthermore, an extension is made to handle the case of non-normality and model determination is discussed. Our approach is illustrated with both simulated and real data sets.

• 一般社団法人日本統計学会の論文

著者

• Kozumi Hideo

  Graduate School Of Economics Hokkaido University

関連論文

• A BAYESIAN ANALYSIS OF ENDOGENOUS SWITCHING MODELS FOR COUNT DATA

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