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 | |||
Property / author | |||
Property / author: Chun Liu / rank | |||
Property / author | |||
Property / author: Qing Liu / rank | |||
Property / author | |||
Property / author: Chun Liu / rank | |||
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Property / author | |||
Property / author: Qing Liu / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62F15 / rank | |||
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Property / Mathematics Subject Classification ID: 65C40 / rank | |||
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Property / Mathematics Subject Classification ID: 62F10 / rank | |||
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Property / zbMATH DE Number: 6055745 / rank | |||
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Property / zbMATH Keywords | |||
model comparison | |||
Property / zbMATH Keywords: model comparison / rank | |||
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structural break | |||
Property / zbMATH Keywords: structural break / rank | |||
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heterogeneous autoregressive model | |||
Property / zbMATH Keywords: heterogeneous autoregressive model / rank | |||
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Bayesian estimation | |||
Property / zbMATH Keywords: Bayesian estimation / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
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 | |||
Property / cites work: Marginal Likelihood from the Gibbs Output / rank | |||
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Property / cites work | |||
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 | |||
Property / DOI: 10.1016/J.ECONLET.2011.12.034 / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 17:25, 9 December 2024
scientific article
Language | Label | Description | Also known as |
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English | Marginal likelihood calculation for the Gelfand-Dey and Chib methods |
scientific article |
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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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