Quasi-Bayesian model selection (Q4625070)

scientific article; zbMATH DE number 7026867

Language	Label	Description	Also known as
English	Quasi-Bayesian model selection	scientific article; zbMATH DE number 7026867

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instance of

scholarly article

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title

Quasi-Bayesian model selection (English)

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Quantitative Economics

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publication date

20 February 2019

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zbMATH Keywords

impulse function matching

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Laplace-type estimators

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quasi-marginal likelihood

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MaRDI profile type

MaRDI publication profile

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cites work

Bayesian Analysis of DSGE Models

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Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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Consistent Moment Selection Procedures for Generalized Method of Moments Estimation

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An MCMC approach to classical estimation.

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Estimation and Confidence Regions for Parameter Sets in Econometric Models

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Marginal Likelihood From the Metropolis–Hastings Output

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Unemployment and Business Cycles

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Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data

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Indirect inference and calibration of dynamic stochastic general equilibrium models

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Comparing dynamic equilibrium models to data: a Bayesian approach

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Using simulation methods for bayesian econometric models: inference, development,and communication

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Frequentist inference in weakly identified dynamic stochastic general equilibrium models

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Impulse response matching estimators for DSGE models

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Information criteria for impulse response function matching estimation of DSGE models

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Bayesian Estimation of DSGE Models

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Comparison of misspecified calibrated models: the minimum distance approach

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Bayesian averaging, prediction and nonnested model selection

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On the selection of forecasting models

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Q5726065

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Bayes Factors

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Limited information likelihood and Bayesian analysis

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An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification

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CONSISTENT VARIANCE OF THE LAPLACE-TYPE ESTIMATORS: APPLICATION TO DSGE MODELS

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MODEL SELECTION AND INFERENCE: FACTS AND FICTION

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Conditional predictive inference post model selection

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Bayesian and Frequentist Inference in Partially Identified Models

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Maximum likelihood principle and model selection when the true model is unspecified

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Econometric Model Determination

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Model selection tests for nonlinear dynamic models

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Methods for inference in large multiple-equation Markov-switching models

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Information criteria for selecting possibly misspecified parametric models

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Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments

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GMM with Weak Identification

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Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses

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Maximum Likelihood Estimation of Misspecified Models

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full work available at URL

https://doi.org/10.3982/qe587

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Identifiers

zbMATH Open document ID

1412.62202

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DOI

10.3982/QE587

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4625070