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Bayesian model determination for binary-time-series data with applications

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  • Liu, Shu-Ing
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  • Liu, Shu-Ing, 2001. "Bayesian model determination for binary-time-series data with applications," Computational Statistics & Data Analysis, Elsevier, vol. 36(4), pages 461-473, June.
    • Handle: RePEc:eee:csdana:v:36:y:2001:i:4:p:461-473
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    References listed on IDEAS

    as
    1. Thompson, Patrick A & Miller, Robert B, 1986. "Sampling the Future: A Bayesian Approach to Forecasting from Univariate Time Series Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(4), pages 427-436, October.
    2. McCulloch, Robert & Rossi, Peter E., 1994. "An exact likelihood analysis of the multinomial probit model," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 207-240.
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    Cited by:

    1. Klingenberg, Bernhard, 2008. "Regression models for binary time series with gaps," Computational Statistics & Data Analysis, Elsevier, vol. 52(8), pages 4076-4090, April.

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