Benchmark priors for Bayesian model averaging.

DOI10.1016/S0304-4076(00)00076-2zbMath1091.62507MaRDI QIDQ5928977

Eduardo Ley, Mark F. J. Steel, Carmen Fernández

Publication date: 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte CarloBayes factorsPosterior oddsPrior elicitation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15)

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