Marginal likelihood calculation for the Gelfand-Dey and Chib methods (Q433167): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2011.12.034 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2072247834 / rank | |||
Normal rank | |||
Revision as of 21:48, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Marginal likelihood calculation for the Gelfand-Dey and Chib methods |
scientific article |
Statements
Marginal likelihood calculation for the Gelfand-Dey and Chib methods (English)
0 references
13 July 2012
0 references
model comparison
0 references
structural break
0 references
heterogeneous autoregressive model
0 references
Bayesian estimation
0 references
