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Bayesian Model Comparison on Hardback
Bayesian Model Comparison on Hardback
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Bayesian Model Comparison

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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.
Release date Australia
November 21st, 2014
Audience
  • Professional & Vocational
Contributors
  • Edited by Dale J. Poirier
  • Edited by Ivan Jeliazkov
Pages
390
Dimensions
152x229x36
ISBN-13
9781784411855
Product ID
22514829

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