Blar i BI Open på forfatter "Hoogerheide, Lennart"
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Bayesian Mode Inference for Discrete Distributions in Economics and Finance
Cross, Jamie L.; Hoogerheide, Lennart; Labonne, Paul; Van Dijk, Herman K. (CAMP Working Paper Series;11/2023, Working paper, 2023-06-27)Detecting heterogeneity within a population is crucial in many economic and financial applications. Econometrically, this requires a credible determination of multimodality in a given data distribution. We propose a ...