Pages that link to "Item:Q5928977"

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

Displaying 43 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)
• Economic variable selection (Q6059429) (← links)
• Macroeconomic policy coordination and the European business cycle: Accounting for model uncertainty and reverse causality (Q6076775) (← links)
• Bayesian Model Averaging: A Systematic Review and Conceptual Classification (Q6086545) (← links)
• Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression (Q6086561) (← links)
• Relating nano‐particle properties to biological outcomes in exposure escalation experiments (Q6090017) (← links)
• Power-expected-posterior priors as mixtures of \(g\)-priors in normal linear models (Q6121976) (← links)
• Model averaging prediction by \(K\)-fold cross-validation (Q6163281) (← links)
• A Bayesian variable selection approach to longitudinal quantile regression (Q6163491) (← links)
• Variable selection for categorical response: a comparative study (Q6177005) (← links)
• Concentration of posterior model probabilities and normalized \({L_0}\) criteria (Q6202921) (← links)