Comparing and choosing between two models with a third model in background

DOI10.1016/S0304-4076(96)00002-4zbMATH Open0900.62648MaRDI QIDQ1362492FDOQ1362492

Authors: Dale J. Poirier 

Publication date: 12 August 1997

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

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zbMATH Keywords

Bayesianlogitposterior oddsindependence of irrelevant alternativesnested logitrandom utility maximization

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
• Bayesian analysis of logit models using natural conjugate priors
• Jeffreys' prior for logit models
• Model occurrence and model selection in panel data sets

Cited In (1)

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

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