@article{oai:u-ryukyu.repo.nii.ac.jp:02008493,
 author = {杉田, 勝弘 and Sugita, Katsuhiro},
 issue = {92},
 journal = {琉球大学経済研究＝Ryukyu University Economic Review},
 month = {Sep},
 note = {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., 紀要論文},
 pages = {27--36},
 title = {Model Selection for a Markov Switching Vector Error Correction Model Using the Marginal Likelihood},
 year = {2016}
}