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A BAYESIAN ANALYSIS OF ENDOGENOUS SWITCHING MODELS FOR COUNT DATA
Bivariatet distribution Count data Endogenous switching Markov chain Monte Carlo Poisson model Unobserved heterogeneity
2009/3/11
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 mo...