Marginal likelihood calculation for the Gelfand-Dey and Chib methods (Q433167)
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scientific article; zbMATH DE number 6055745
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| English | Marginal likelihood calculation for the Gelfand-Dey and Chib methods |
scientific article; zbMATH DE number 6055745 |
Statements
Marginal likelihood calculation for the Gelfand-Dey and Chib methods (English)
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13 July 2012
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model comparison
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structural break
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heterogeneous autoregressive model
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Bayesian estimation
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0.7911794781684875
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0.7811605334281921
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0.7789924740791321
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0.7709380984306335
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