Marginal likelihood calculation for the Gelfand-Dey and Chib methods

DOI10.1016/J.ECONLET.2011.12.034MaRDI QIDQ433167zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 597911 (Why is no real title available?)
• Bayes Factors
• 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

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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