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Item Details
| Title:
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BAYESIAN MODEL COMPARISON
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| By: |
Ivan Jeliazkov (Editor), Dale J. Poirier (Editor) |
| Format: |
Hardback |
| List price:
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£120.99 |
| Our price: |
£108.89 |
| Discount: |
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| You save:
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£12.10 |
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| ISBN 10: |
178441185X |
| ISBN 13: |
9781784411855 |
| Availability: |
This item will be printed on demand and will usually be dispatched within 10 days.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
EMERALD PUBLISHING LIMITED |
| Pub. date: |
21 November, 2014 |
| Series: |
Advances in Econometrics 34 |
| Pages: |
390 |
| Description: |
This volume of Advances in Econometrics 34 focusses on Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future research. |
| 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. |
| Publication: |
UK |
| Imprint: |
Emerald Publishing Limited |
| Returns: |
Non-returnable |
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