Pages that link to "Item:Q5928977"

The following pages link to Benchmark priors for Bayesian model averaging. (Q5928977):

Displaying 50 items.

• Robust linear static panel data models using \(\varepsilon\)-contamination (Q1680195) (← links)
• Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
• Model uncertainty (Q1766316) (← links)
• Variations of power-expected-posterior priors in normal regression models (Q2008131) (← links)
• Bayesian analysis of double seasonal autoregressive models (Q2023798) (← links)
• The determinants of output losses during the Covid-19 pandemic (Q2037015) (← links)
• Why business cycles diverge? Structural evidence from the European Union (Q2054845) (← links)
• Restricted type II maximum likelihood priors on regression coefficients (Q2057361) (← links)
• A model selection approach for variable selection with censored data (Q2057383) (← links)
• Uncertainty quantification for Bayesian CART (Q2073718) (← links)
• Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection (Q2080371) (← links)
• The impact of digital transformation on the economic growth of the countries (Q2086262) (← links)
• Bayes factor asymptotics for variable selection in the Gaussian process framework (Q2135522) (← links)
• A loss-based prior for variable selection in linear regression methods (Q2226693) (← links)
• Maximum pairwise Bayes factors for covariance structure testing (Q2233577) (← links)
• Consistency of Bayesian linear model selection with a growing number of parameters (Q2276179) (← links)
• A novel Bayesian approach for variable selection in linear regression models (Q2291315) (← links)
• Corrected Mallows criterion for model averaging (Q2291344) (← links)
• What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio (Q2346017) (← links)
• Evaluating predictors of dispersion: a comparison of dominance analysis and Bayesian model averaging (Q2348196) (← links)
• Bayesian projection approaches to variable selection in generalized linear models (Q2445776) (← links)
• Bayesian variable selection and model averaging in the arbitrage pricing theory model (Q2445778) (← links)
• Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
• Bayesian subset selection for threshold autoregressive moving-average models (Q2513329) (← links)
• Stochastic model specification search for Gaussian and partial non-Gaussian state space models (Q2630151) (← links)
• A comparison of two model averaging techniques with an application to growth empirics (Q2630157) (← links)
• On the determinants of the 2008 financial crisis: a Bayesian approach to the selection of groups and variables (Q2691728) (← links)
• Bayes factor consistency for unbalanced ANOVA models (Q2863094) (← links)
• Forecasting in dynamic factor models using Bayesian model averaging (Q3023038) (← links)
• Mixtures of<i><i>g</i></i>-Priors in Generalized Linear Models (Q3121572) (← links)
• Multiset Model Selection (Q3391125) (← links)
• BAYESIAN SUBSET SELECTION AND MODEL AVERAGING USING A CENTRED AND DISPERSED PRIOR FOR THE ERROR VARIANCE (Q3429898) (← links)
• ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY (Q4634439) (← links)
• Bayes Model Averaging with Selection of Regressors (Q4665897) (← links)
• A Model-Averaging Approach for High-Dimensional Regression (Q4975348) (← links)
• Two-Stage Bayesian Model Averaging in Endogenous Variable Models (Q5080440) (← links)
• Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines (Q5084431) (← links)
• Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models (Q5085931) (← links)
• Bayesian identification of double seasonal autoregressive time series models (Q5087521) (← links)
• Bayesian Approaches to Shrinkage and Sparse Estimation (Q5100721) (← links)
• Forecasting time series of economic processes by model averaging across data frames of various lengths (Q5106992) (← links)
• Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective (Q5139217) (← links)
• Bayes Factor Consistency for One-way Random Effects Model (Q5177604) (← links)
• An MCMC model search algorithm for regression problems (Q5218902) (← links)
• Model selection in finite mixture of regression models: a Bayesian approach with innovative weighted<i>g</i>priors and reversible jump Markov chain Monte Carlo implementation (Q5220880) (← links)
• Forecast Combination and Model Averaging Using Predictive Measures (Q5292353) (← links)
• REAL-TIME ECONOMETRICS (Q5697632) (← links)
• Bayesian model averaging for dynamic panels with an application to a trade gravity model (Q5862500) (← links)
• Assessing Bayes Factor Surfaces Using Interactive Visualization and Computer Surrogate Modeling (Q5869304) (← links)
• A Default Bayesian Hypothesis Test for ANOVA Designs (Q5876899) (← links)