an icon showing a delivery van Shulph delivers to United Kingdom.
Book cover for Bayesian Model Comparison, a book by Ivan Jeliazkov, Dale J. Poirier Book cover for Bayesian Model Comparison, a book by Ivan Jeliazkov, Dale J. Poirier

Bayesian Model Comparison

2014 ᛫


Powered by RoundRead®
This book leverages Shulph’s RoundRead system - buy the book once and read it on both physical book and on up to 5 of your personal devices. With RoundRead, you’re 4 times more likely to read this book cover-to-cover and up to 3 times faster.
Buy Book + eBook £143.74
Add to Read List


Instant access to ebook. Print book delivers in 5 - 10 working days.

  • Page count

    390 pages

  • Category

    Econometrics

  • Publisher

    Emerald Group Publishing Limited

  • Ebook file size

Summary


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.