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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
1717 0
2006-05-29
I use the Quasi-Bayesian maximum likelihood estimation proposed by Hamilton (1991) to estaimate a mixture of two normals. But the results seem to be greatly influced by the initial value. Different initial values have totally different results. Why??? Could anyone give me some suggestions? Many thanks in advance.
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