Bayesian model comparison

• Other Authors: Jeliazkov, Ivan, 1973-, Poirier, Dale J.
• Format: eBook
• Language: English
• Published: Bingley, U.K. : Emerald, 2014.
• Series: Advances in econometrics ; v. 34.
• Subjects: Econometric models.; Bayesian statistical decision theory.; elektronické knihy; electronic books
• ISBN: 9781784411848
• ISSN: 0731-9053 ;
• Physical Description: 1 online zdroj (xi, 348 p.) : ill.

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...

Table of Contents:

• Adaptive sequential posterior simulators for massively parallel computing environments / Garland Durham, John Geweke
• Model switching and model averaging in time-varying parameter regression models / Miguel Belmonte, Gary Koop
• Assessing Bayesian model comparison in small samples / Enrique MartĂ­nez-GarcĂ­a, Mark A. Wynne
• Bayesian selection of systemic risk networks / Daniel Felix Ahelegbey, Paolo Giudici
• Parallel constrained Hamiltonian Monte Carlo for BEKK model comparison / Martin Burda
• Factor selection in dynamic hedge fund replication models : a Bayesian approach / Guillaume Weisang
• Determining the proper specification for endogenous covariates in discrete data settings / Angela Vossmeyer
• Variable selection in Bayesian models : using parameter estimation and non parameter estimation methods / Gail Blattenberger, Richard Fowles, Peter D. Loeb
• Intrinsic priors for objective Bayesian model selection / ElĂ­as Moreno, LuĂ­s RaĂşl Pericchi
• Demand estimation with high-dimensional product characteristics / Benjamin J. Gillen, Matthew Shum, Hyungsik Roger Moon
• Copula analysis of correlated counts / Esther Hee Lee.