Bayesian averaging, prediction and nonnested model selection
From MaRDI portal
Recommendations
- Nonparametric Bayesian model selection and averaging
- Bayesian model selection and model averaging
- Bayesian model selection methods for nonnested models
- Semiparametric model averaging prediction: a Bayesian approach
- Some Bayesian predictive approaches to model selection
- Bayes Model Averaging with Selection of Regressors
- Bayesian nonparametric model selection and model testing
- Bayesian model averaging of possibly similar nonparametric densities
Cites work
- An IV Model of Quantile Treatment Effects
- An MCMC approach to classical estimation.
- Automobile Prices in Market Equilibrium
- Bayesian model averaging and exchange rate forecasts
- Censored regression quantiles
- Comparing dynamic equilibrium models to data: a Bayesian approach
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
- Econometric specification of stochastic discount factor models
- Estimating Macroeconomic Models: A Likelihood Approach
- Estimating the dimension of a model
- Generalized empirical likelihood-based model selection criteria for moment condition models
- Handbook of economic forecasting. Volume 1
- Information criteria for selecting possibly misspecified parametric models
- Large Sample Properties of Generalized Method of Moments Estimators
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Simulation and the Asymptotics of Optimization Estimators
Cited in
(24)- Bayesian model selection methods for nonnested models
- Forecasting seasonal time series data: a Bayesian model averaging approach
- On Bayesian oracle properties
- Using stacking to average Bayesian predictive distributions (with discussion)
- On model selection criteria for climate change impact studies
- Selecting the regularization parameters in high-dimensional panel data models: consistency and efficiency
- Bayesian model averaging for dynamic panels with an application to a trade gravity model
- Model selection of M-estimation models using least squares approximation
- Multimodel inference based on smoothed information criteria
- Quasi-Bayesian model selection
- A corrected Clarke test for model selection and beyond
- Asymptotic properties of Bayesian inference in linear regression with a structural break
- Bayes factor asymptotics for variable selection in the Gaussian process framework
- On oracle property and asymptotic validity of Bayesian generalized method of moments
- Factor instrumental variable quantile regression
- Bayesian model selection and model averaging
- Optimal designs for model averaging in non-nested models
- scientific article; zbMATH DE number 7234888 (Why is no real title available?)
- Maximum likelihood Bayesian averaging of uncertain model predictions
- Bayesian Estimation and Comparison of Moment Condition Models
- Bayesian model averaging of possibly similar nonparametric densities
- Asymptotics of K-fold cross validation
- Non-monotonic penalizing for the number of structural breaks
- BAYESIAN SUBSET SELECTION AND MODEL AVERAGING USING A CENTRED AND DISPERSED PRIOR FOR THE ERROR VARIANCE
This page was built for publication: Bayesian averaging, prediction and nonnested model selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q738162)
