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2 are independent over time. The Markov switching model also di ers from the models of structural changes. While the former allows for frequent changes at random time points,

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regions). The posterior fi-quantile µ^ j(fi) for µj (the j-th component of the parameter vector) is the number c such that R £ 1fµj • cgpn(µ)dµ = fi. Properties of Bayesian procedures in both large and small samples are as good as the properties of the procedures based on maximum likelihood.

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