On the determination of general scientific models with application to asset pricing

DOI10.1198/JASA.2009.0008MaRDI QIDQ5256111zbMATH OpenOpenAlexFDO

Authors A. Ronald Gallant, Robert E. McCulloch

Publication date 22 June 2015

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/jasa.2009.0008

zbMATH Keywords

Markov chain Monte Carloestimationscientific modelsBayesian inferences

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20)

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