Bayesian Model Comparison

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Bibliographic Details
Title: Bayesian Model Comparison
Description: 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.
Authors: Ivan Jeliazkov, Dale J. Poirier
Resource Type: eBook.
Subjects: Econometric models, Bayesian statistical decision theory
Categories: BUSINESS & ECONOMICS / Econometrics, MATHEMATICS / Probability & Statistics / Bayesian Analysis, POLITICAL SCIENCE / Public Policy / Economic Policy
Database: eBook Collection (EBSCOhost)
FullText Links:
  – Type: ebook-pdf
  – Type: ebook-epub
Text:
  Availability: 0
Header DbId: nlebk
DbLabel: eBook Collection (EBSCOhost)
An: 924748
RelevancyScore: 1057
AccessLevel: 6
PubType: eBook
PubTypeId: ebook
PreciseRelevancyScore: 1057.36352539063
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  Data: Bayesian Model Comparison
– Name: Abstract
  Label: Description
  Group: Ab
  Data: 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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  Data: <searchLink fieldCode="AR" term="%22Ivan+Jeliazkov%22">Ivan Jeliazkov</searchLink><br /><searchLink fieldCode="AR" term="%22Dale+J%2E+Poirier%22">Dale J. Poirier</searchLink>
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  Data: eBook.
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  Data: <searchLink fieldCode="DE" term="%22Econometric+models%22">Econometric models</searchLink><br /><searchLink fieldCode="DE" term="%22Bayesian+statistical+decision+theory%22">Bayesian statistical decision theory</searchLink>
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RecordInfo BibRecord:
  BibEntity:
    Classifications:
      – Code: 330
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Econometric models
        Type: general
      – SubjectFull: Bayesian statistical decision theory
        Type: general
    Titles:
      – TitleFull: Bayesian Model Comparison
        Type: main
  BibRelationships:
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      – PersonEntity:
          Name:
            NameFull: Ivan Jeliazkov
      – PersonEntity:
          Name:
            NameFull: Dale J. Poirier
      – PersonEntity:
          Name:
            NameFull: Ivan Jeliazkov
      – PersonEntity:
          Name:
            NameFull: Dale J. Poirier
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          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2014
            – D: 31
              M: 12
              Type: profile
              Y: 2014
          Identifiers:
            – Type: isbn-print
              Value: 9781784411855
            – Type: isbn-electronic
              Value: 9781784411848
          Numbering:
            – Type: volume
              Value: 00034
          Titles:
            – TitleFull: Bayesian Model Comparison
              Type: main
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