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Bayesian Model Comparison

Advances in Econometrics

Genres: Econometrics
Format: Hardback
Publisher: Emerald Publishing Limited, Bingley, United Kingdom
Imprint: Emerald Group Publishing Limited
Published: 21st Nov 2014
Dimensions: w 152mm h 229mm d 21mm
Weight: 653g
ISBN-10: 178441185X
ISBN-13: 9781784411855
Barcode No: 9781784411855
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Synopsis
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.

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