729 Elm Avenue
Norman, OK 73019-2103
United States
University of Oklahoma
Particle Markov Chain Monte Carlo, Regime switching, State space model, Leverage effect
Pile-Up Problem, Profile Likelihood, Integrated Likelihood, Trend Stationary Process, Difference Stationary Process, Out-Of-Sample Prediction, Spurious Periodicity
Structural Break, Long-run Growth, Unobserved Component Model, Trend-cycle Decomposition, Particle Gibbs Sampling, Particle Rejuvenation
Trend-Cycle Decomposition, Unobserved Components Model, Structural Break, Gibbs Sampling
Regime Switching Models, Sequential Monte Carlo Estimation, Particle Filters, Parameter Learning, Stochastic Volatility Models
Non-Markovian Regime Switching, Markovian Regime Switching, Exogenous Switching, Endogenous Switching
Bayesian Inference, Dirichlet Process Prior, Panel Data
