Deviance information criterion for latent variable models and misspecified models

DOI10.1016/J.JECONOM.2019.11.002zbMATH Open1456.62045OpenAlexW2991439170WikidataQ126665337 ScholiaQ126665337MaRDI QIDQ2173191FDOQ2173191

Authors: Yong Li, Jun Yu, Tao Zeng 

Publication date: 22 April 2020

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

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2383

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zbMATH Keywords

Markov chain Monte Carlolatent variable modelsAICmisspecified modelsDICTIC

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Applications of statistics to economics (62P20)

Cites Work

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Cited In (11)

• Approximating cross-validatory predictive evaluation in Bayesian latent variable models with integrated IS and WAIC
• Improved marginal likelihood estimation via power posteriors and importance sampling
• Penalized loss functions for Bayesian model comparison
• Semiparametric GARCH via Bayesian Model Averaging
• Bayesian model selection in linear mixed models for longitudinal data
• DIC in variable selection
• Bayesian modeling of survival data in the presence of competing risks with cure fractions and masked causes
• Bayesian model assessment for jointly modeling multidimensional response data with application to computerized testing
• On MCMC sampling in self-exciting integer-valued threshold time series models
• Comparing stochastic volatility specifications for large Bayesian VARs
• Posterior-based Wald-type statistics for hypothesis testing

Uses Software

• R
• BUGS
• BayesDA

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