Bayesian Model Comparison (Advances in Econometrics #34)
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- Synopsis
- 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.
- Copyright:
- 2014
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 390 Pages
- ISBN-13:
- 9781784411848
- Related ISBNs:
- 9781784411855
- Publisher:
- Emerald Group Publishing Limited
- Date of Addition:
- 09/17/18
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Politics and Government
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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