Bayesian Model Comparison (Advances in Econometrics, Band 34) - Hardcover

Hardcover

ISBN 10: 178441185X ISBN 13: 9781784411855

Verlag: Emerald Group Publishing Limited, 2014

Inhaltsangabe

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.

Details zur Ausgabe

• Verlag: Emerald Group Publishing Limited
• Erscheinungsdatum: 2014
• Sprache: Englisch
• ISBN 10: 178441185X
• ISBN 13: 9781784411855
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 362
• Herausgeber: Jeliazkov Ivan, Poirier Dale J.
• Kontakt zum Hersteller: preigu GmbH & Co. KG; mail@preigu.de; ; Lengericher Landstr. 19; Osnabrück; Niedersachsen; 49078; Deutschland