Bayesian Model Comparison
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| 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 |
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| Items | – Name: Title Label: Title Group: Ti 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. – Name: Author Label: Authors Group: Au 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> – Name: TypePub Label: Resource Type Group: TypPub Data: eBook. – Name: Subject Label: Subjects Group: Su 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> – Name: SubjectBISAC Label: Categories Group: Su Data: <searchLink fieldCode="ZK" term="%22BUSINESS+%26+ECONOMICS+%2F+Econometrics%22">BUSINESS & ECONOMICS / Econometrics</searchLink><br /><searchLink fieldCode="ZK" term="%22MATHEMATICS+%2F+Probability+%26+Statistics+%2F+Bayesian+Analysis%22">MATHEMATICS / Probability & Statistics / Bayesian Analysis</searchLink><br /><searchLink fieldCode="ZK" term="%22POLITICAL+SCIENCE+%2F+Public+Policy+%2F+Economic+Policy%22">POLITICAL SCIENCE / Public Policy / Economic Policy</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: HasContributorRelationships: – PersonEntity: Name: NameFull: Ivan Jeliazkov – PersonEntity: Name: NameFull: Dale J. Poirier – PersonEntity: Name: NameFull: Ivan Jeliazkov – PersonEntity: Name: NameFull: Dale J. Poirier IsPartOfRelationships: – BibEntity: 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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