Sylvia Frühwirth-Schnatter

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Welthan­delsplatz 1, Build­ing D4, En­trance A, 4th Floor

1020 Vi­enna, Aus­tria

Phone: +43 1 31336-5581


Of­fice assist­ant: Kat­rin Art­ner

Of­fice hours: by ap­point­ment

Per­sonal web­site

Em­phasis in Re­search


  • Bayesian econo­met­rics


  • Com­pu­ta­tional stat­ist­ics


  • Markov chain Monte Carlo


  • Mix­ture mod­els


  • Dis­crete-data mod­el­ling


  • Ap­plied times ser­ies ana­lysis


  • Fin­an­cial econo­met­rics



Sylvia Frühwirth-Schnat­ter: Fin­ite Mix­ture and Markov Switch­ing Mod­els (2006)

The au­thor would very much ap­pre­ci­ate com­ments and sug­ges­tions how to en­large and im­prove this pack­age in the fu­ture.