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Bayesian model comparison /
This volume of Advances in econometrics is devoted to Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future resea...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Bingley :
Emerald,
2014.
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| Edición: | 1st ed. |
| Colección: | Advances in econometrics ;
v. 34. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | This volume of Advances in econometrics is devoted to Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future research. The volume contains articles that should appeal to readers with computational, modeling, theoretical, and applied interests. Methodological issues include parallel computation, Hamiltonian Monte Carlo, dynamic model selection, small sample comparison of structural models, Bayesian thresholding methods in hierarchical graphical models, adaptive reversible jump MCMC, LASSO estimators, parameter expansion algorithms, the implementation of parameter and non-parameter-based approaches to variable selection, a survey of key results in objective Bayesian model selection methodology, and a careful look at the modeling of endogeneity in discrete data settings. Important contemporary questions are examined in applications in macroeconomics, finance, banking, labor economics, industrial organization, and transportation, among others, in which model uncertainty is a central consideration. |
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| Descripción Física: | 1 online resource (xi, 348 pages) |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 1322448264 9781322448268 9781784411848 1784411841 9781784411855 178441185X |