The Resource Bayesian model comparison, edited by Ivan Jeliazkov, Dale J. Poirier

Bayesian model comparison, edited by Ivan Jeliazkov, Dale J. Poirier

Label
Bayesian model comparison
Title
Bayesian model comparison
Statement of responsibility
edited by Ivan Jeliazkov, Dale J. Poirier
Contributor
Editor
Subject
Language
eng
Summary
This volume of Advances in econometrics is devoted to Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future research. The volume contains articles that should appeal to readers with computational, modeling, theoretical, and applied interests. Methodological issues include parallel computation, Hamiltonian Monte Carlo, dynamic model selection, small sample comparison of structural models, Bayesian thresholding methods in hierarchical graphical models, adaptive reversible jump MCMC, LASSO estimators, parameter expansion algorithms, the implementation of parameter and non-parameter-based approaches to variable selection, a survey of key results in objective Bayesian model selection methodology, and a careful look at the modeling of endogeneity in discrete data settings. Important contemporary questions are examined in applications in macroeconomics, finance, banking, labor economics, industrial organization, and transportation, among others, in which model uncertainty is a central consideration
Member of
Cataloging source
IDEBK
Dewey number
330
Index
no index present
LC call number
HB141.3
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Advances in econometrics
Series volume
Volume 34
Label
Bayesian model comparison, edited by Ivan Jeliazkov, Dale J. Poirier
Publication
Bibliography note
Includes bibliographical references
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Adaptive sequential posterior simulators for massively parallel computing environments -- Model switching and model averaging in time-varying parameter regression models -- Assessing Bayesian model comparison in small samples -- Bayesian selection of systemic risk networks -- Parallel constrained Hamiltonian Monte Carlo for Bekk model comparison -- Factor selection in dynamic hedge fund replication models: a Bayesian approach -- Determining the proper specification for endogenous covariates in discrete data settings -- Variable selection in Bayesian models: using parameter estimation and non paramter estimation methods -- Intrinsic priors for objective Bayesian model selection -- Demand estimation with high-dimensional product characteristics -- Copula analysis of correlated counts
Control code
ocn898061964
Dimensions
unknown
Edition
1st ed
Extent
1 online resource (xi, 348 pages)
Form of item
online
Isbn
9781322448268
Media category
computer
Media MARC source
rdamedia
Media type code
c
http://library.link/vocab/ext/overdrive/overdriveId
676108
http://library.link/vocab/recordID
.b32003523
Specific material designation
remote
System control number
  • (OCoLC)898061964
  • emerald1322448264

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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