Bayesian Model Comparison by Ivan Jeliazkov
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.-
Econometrics of Climate, Energy, and Green Transition
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Regression Discontinuity Designs
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Essays in Honor of Jerry Hausman
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The Econometrics of Complex Survey Data
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30th Anniversary Edition
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DSGE Models in Macroeconomics
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Var Models in Macroeconomics - New Developments and Applications
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Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling
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Essays in Honor of Cheng Hsiao
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Nonstationary Panels, Panel Cointegration, and Dynamic Panels
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Bayesian Econometrics
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Econometrics and Risk Management
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Spatial and Spatiotemporal Econometrics
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Spatial Econometrics
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Maximum Likelihood Estimation of Misspecified Models
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Applying Maximum Entropy to Econometric Problems
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Messy Data
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Applications of Artificial Intelligence in Finance and Economics
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The Econometrics of Networks
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Econometric Models in Marketing
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Econometric Analysis of Financial and Economic Time Series
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Modelling and Evaluating Treatment Effects in Econometrics
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Essays in Honour of Fabio Canova
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Maximum Simulated Likelihood Methods and Applications
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Essays in Honor of Aman Ullah
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Structural Econometric Models
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Measurement Error
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Dynamic Factor Models
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Nonparametric Econometric Methods
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Essays in Honor of M. Hashem Pesaran
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Essays in Honor of Joon Y. Park
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Essays in Honor of Subal Kumbhakar
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Essays in Honor of Peter C. B. Phillips
| SKU | Unavailable |
| ISBN 13 | 9781784411855 |
| ISBN 10 | 178441185X |
| Title | Bayesian Model Comparison |
| Author | Ivan Jeliazkov |
| Series | Advances In Econometrics |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Emerald Publishing Limited |
| Year published | 2014-11-21 |
| Number of pages | 390 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |