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portada Bayesian Model Comparison (Advances in Econometrics, 34)
Type
Physical Book
Publisher
Author
Language
English
Pages
390
Format
Hardcover
ISBN13
9781784411855

Bayesian Model Comparison (Advances in Econometrics, 34)

Dale Poirier (Author) · Emerald Publishing Limited · Hardcover

Bayesian Model Comparison (Advances in Econometrics, 34) - Dale Poirier

New Book Imported to Taiwan
Delivery: 09 Nov - 17 Nov Shipping: 6 to 7 business days.
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NT$ 6,728

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Synopsis "Bayesian Model Comparison (Advances in Econometrics, 34) "

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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