Model Selection when There is "Minimal" Prior Information

DOI10.2307/1911000MaRDI QIDQ3218991zbMATH OpenOpenAlexFDO

Authors

Publication date 1984

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911000

zbMATH Keywords

invariance propertieslikelihood ratio testminimal prior informationmodel selectionparsimonyposterior odds

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(11)

• Comparison of alternative functional forms in production
• Bayesian analysis in econometrics
• Entropy, divergence and distance measures with econometric applications
• Model selection based on minimum description length
• Model comparison tests to determine data information content
• Model Selection and the Principle of Minimum Description Length
• Model selection with low complexity priors
• Lower bounds on bayes factors for a linear regression model
• Model Selection Criteria: An Investigation of Relative Accuracy, Posterior Probabilities, and Combinations of Criteria
• COSMOLOGICAL MODEL SELECTION: STATISTICS AND PHYSICS
• Near-ideal model selection by \(\ell _{1}\) minimization

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