Quasi-Bayesian model selection
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Cites work
- scientific article; zbMATH DE number 3189754 (Why is no real title available?)
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- Conditional predictive inference post model selection
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- Consistent variance of the Laplace-type estimators: application to DSGE models
- Econometric Model Determination
- Estimation and Confidence Regions for Parameter Sets in Econometric Models
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- Frequentist inference in weakly identified dynamic stochastic general equilibrium models
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- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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- Information criteria for impulse response function matching estimation of DSGE models
- Information criteria for selecting possibly misspecified parametric models
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Limited information likelihood and Bayesian analysis
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Marginal Likelihood From the Metropolis–Hastings Output
- Maximum Likelihood Estimation of Misspecified Models
- Maximum likelihood principle and model selection when the true model is unspecified
- Methods for inference in large multiple-equation Markov-switching models
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- Unemployment and business cycles
- Using simulation methods for bayesian econometric models: inference, development,and communication
Cited in
(6)- Applications of Laplace’s method in Bayesian analysis and related topics
- Analyzing cross-validation for forecasting with structural instability
- Relevant moment selection under mixed identification strength
- Liquidity trap and optimal monetary policy: evaluations for U. S. monetary policy from 2020 to 2023
- Quasi Akaike and quasi Schwarz criteria for model selection: a surprising consistency result
- Deviance information criterion for latent variable models and misspecified models
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