Bayesian Model Comparison (Advances in Econometrics, 34) - Hardcover

Poirier, Dale

Hardcover

ISBN 10: 178441185X ISBN 13: 9781784411855

Publisher: Emerald Publishing Limited, 2014

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.

About this title

About the Author

Ivan Jeliazkov - University of California, Irvine
Dale J. Poirier - University of California, Irvine

Edition details

• Publisher: Emerald Publishing Limited
• Publication date: 2014
• Language: English
• ISBN 10: 178441185X
• ISBN 13: 9781784411855
• Binding: Hardcover
• Number of pages: 390