Pages that link to "Item:Q738162"
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The following pages link to Bayesian averaging, prediction and nonnested model selection (Q738162):
Displaying 16 items.
- Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
- On Bayesian oracle properties (Q1757672) (← links)
- Optimal designs for model averaging in non-nested models (Q2051020) (← links)
- Bayes factor asymptotics for variable selection in the Gaussian process framework (Q2135522) (← links)
- Multimodel inference based on smoothed information criteria (Q2243571) (← links)
- Non-monotonic penalizing for the number of structural breaks (Q2259336) (← links)
- Model selection of M-estimation models using least squares approximation (Q2344894) (← links)
- Factor instrumental variable quantile regression (Q2687857) (← links)
- Bayesian Estimation and Comparison of Moment Condition Models (Q3121558) (← links)
- Quasi-Bayesian model selection (Q4625070) (← links)
- Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (Q5034246) (← links)
- Bayesian model averaging for dynamic panels with an application to a trade gravity model (Q5862500) (← links)
- On oracle property and asymptotic validity of Bayesian generalized method of moments (Q5964279) (← links)
- On model selection criteria for climate change impact studies (Q6150501) (← links)
- A corrected Clarke test for model selection and beyond (Q6163272) (← links)
- Asymptotic properties of Bayesian inference in linear regression with a structural break (Q6163276) (← links)
