Marginal likelihood calculation for the Gelfand-Dey and Chib methods

DOI10.1016/J.ECONLET.2011.12.034zbMATH Open1244.62035OpenAlexW2072247834MaRDI QIDQ433167FDOQ433167

Authors: Chun Liu, Qing Liu 

Publication date: 13 July 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.12.034

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zbMATH Keywords

Bayesian estimationstructural breakmodel comparisonheterogeneous autoregressive model

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Cites Work

• Estimation and comparison of multiple change-point models
• Marginal Likelihood from the Gibbs Output
• Using simulation methods for bayesian econometric models: inference, development,and communication
• Bayes Factors
• Title not available (Why is that?)

Cited In (2)

• A comparison of marginal likelihood computation methods
• Discussion on ``A comparison of Monte Carlo methods for computing marginal likelihoods of item response theory models

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