Marginal likelihood calculation for the Gelfand-Dey and Chib methods (Q433167): Difference between revisions

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Property / DOI: 10.1016/j.econlet.2011.12.034 / rank
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Property / author: Chun Liu / rank
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Property / author: Qing Liu / rank
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Property / full work available at URL: https://doi.org/10.1016/j.econlet.2011.12.034 / rank
 
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Property / OpenAlex ID: W2072247834 / rank
 
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Property / cites work: Marginal Likelihood from the Gibbs Output / rank
 
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Property / cites work: Estimation and comparison of multiple change-point models / rank
 
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Property / cites work
 
Property / cites work: Q4298922 / rank
 
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Property / cites work: Using simulation methods for bayesian econometric models: inference, development,and communication / rank
 
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Property / cites work: Bayes Factors / rank
 
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Property / DOI: 10.1016/J.ECONLET.2011.12.034 / rank
 
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Latest revision as of 17:25, 9 December 2024

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Marginal likelihood calculation for the Gelfand-Dey and Chib methods
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    Marginal likelihood calculation for the Gelfand-Dey and Chib methods (English)
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    13 July 2012
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    model comparison
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    structural break
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    heterogeneous autoregressive model
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    Bayesian estimation
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