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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 |
|---|---|
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Bingley :
Emerald,
2014.
|
| Edición: | 1st ed. |
| Colección: | Advances in econometrics ;
v. 34. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Adaptive sequential posterior simulators for massively parallel computing environments
- Model switching and model averaging in time-varying parameter regression models
- Assessing Bayesian model comparison in small samples
- Bayesian selection of systemic risk networks
- Parallel constrained Hamiltonian Monte Carlo for Bekk model comparison
- Factor selection in dynamic hedge fund replication models: a Bayesian approach
- Determining the proper specification for endogenous covariates in discrete data settings
- Variable selection in Bayesian models: using parameter estimation and non paramter estimation methods
- Intrinsic priors for objective Bayesian model selection
- Demand estimation with high-dimensional product characteristics
- Copula analysis of correlated counts.