{"_buckets": {"deposit": "0e474d75-e4bd-4262-b5f8-5ce110152832"}, "_deposit": {"id": "2008493", "owners": [1], "pid": {"revision_id": 0, "type": "depid", "value": "2008493"}, "status": "published"}, "_oai": {"id": "oai:u-ryukyu.repo.nii.ac.jp:02008493", "sets": ["1642837850560", "1642838405494"]}, "author_link": [], "item_1617186331708": {"attribute_name": "Title", "attribute_value_mlt": [{"subitem_1551255647225": "Model Selection for a Markov Switching Vector Error Correction Model Using the Marginal Likelihood", "subitem_1551255648112": "en"}]}, "item_1617186419668": {"attribute_name": "Creator", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "\u6749\u7530, \u52dd\u5f18", "creatorNameLang": "ja"}]}, {"creatorNames": [{"creatorName": "Sugita, Katsuhiro", "creatorNameLang": "en"}]}]}, "item_1617186476635": {"attribute_name": "Access Rights", "attribute_value_mlt": [{"subitem_1522299639480": "open access", "subitem_1600958577026": "http://purl.org/coar/access_right/c_abf2"}]}, "item_1617186626617": {"attribute_name": "Description", "attribute_value_mlt": [{"subitem_description": "In this paper we consider model selection for a Markov switching vector error correction model. We apply the algorithm proposed by Chib (1995) to calculate the marginal likelihood and the Bayes factors for this model to select the most appropriate model among all models under consideration. We perform a simple Monte Carlo simulation to illustrate the performances of the method for model selection.", "subitem_description_type": "Other"}, {"subitem_description": "\u7d00\u8981\u8ad6\u6587", "subitem_description_type": "Other"}]}, "item_1617186643794": {"attribute_name": "Publisher", "attribute_value_mlt": [{"subitem_1522300295150": "ja", "subitem_1522300316516": "\u7409\u7403\u5927\u5b66\u6cd5\u6587\u5b66\u90e8"}, {"subitem_1522300295150": "en", "subitem_1522300316516": "Faculty of Law and Letters University of the Ryukyus"}]}, "item_1617186702042": {"attribute_name": "Language", "attribute_value_mlt": [{"subitem_1551255818386": "eng"}]}, "item_1617186783814": {"attribute_name": "Identifier", "attribute_value_mlt": [{"subitem_identifier_type": "HDL", "subitem_identifier_uri": "http://hdl.handle.net/20.500.12000/36146"}]}, "item_1617186920753": {"attribute_name": "Source Identifier", "attribute_value_mlt": [{"subitem_1522646500366": "ISSN", "subitem_1522646572813": "0557-580X"}, {"subitem_1522646500366": "NCID", "subitem_1522646572813": "AN00250468"}]}, "item_1617186941041": {"attribute_name": "Source Title", "attribute_value_mlt": [{"subitem_1522650068558": "ja", "subitem_1522650091861": "\u7409\u7403\u5927\u5b66\u7d4c\u6e08\u7814\u7a76\uff1dRyukyu University Economic Review"}]}, "item_1617187056579": {"attribute_name": "Bibliographic Information", "attribute_value_mlt": [{"bibliographicIssueNumber": "92", "bibliographicPageEnd": "36", "bibliographicPageStart": "27"}]}, "item_1617258105262": {"attribute_name": "Resource Type", "attribute_value_mlt": [{"resourcetype": "departmental bulletin paper", "resourceuri": "http://purl.org/coar/resource_type/c_6501"}]}, "item_1617265215918": {"attribute_name": "Version Type", "attribute_value_mlt": [{"subitem_1522305645492": "VoR", "subitem_1600292170262": "http://purl.org/coar/version/c_970fb48d4fbd8a85"}]}, "item_1617605131499": {"attribute_name": "File", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_access", "download_preview_message": "", "file_order": 0, "filename": "No92p27.pdf", "future_date_message": "", "is_thumbnail": false, "mimetype": "", "size": 0, "url": {"objectType": "fulltext", "url": "https://u-ryukyu.repo.nii.ac.jp/record/2008493/files/No92p27.pdf"}, "version_id": "7ad24d89-f315-4cd5-9632-30e4bd20da6a"}]}, "item_title": "Model Selection for a Markov Switching Vector Error Correction Model Using the Marginal Likelihood", "item_type_id": "15", "owner": "1", "path": ["1642837850560", "1642838405494"], "permalink_uri": "http://hdl.handle.net/20.500.12000/36146", "pubdate": {"attribute_name": "PubDate", "attribute_value": "2017-01-25"}, "publish_date": "2017-01-25", "publish_status": "0", "recid": "2008493", "relation": {}, "relation_version_is_last": true, "title": ["Model Selection for a Markov Switching Vector Error Correction Model Using the Marginal Likelihood"], "weko_shared_id": -1}