New PDF release: Bayesian Model Comparison: 34 (Advances in Econometrics)

By Ivan Jeliazkov,Dale J. Poirier

ISBN-10: 178441185X

ISBN-13: 9781784411855

the amount includes articles that are meant to entice readers with computational, modeling, theoretical, and utilized pursuits. Methodological concerns contain parallel computation, Hamiltonian Monte Carlo, dynamic version choice, small pattern comparability of structural versions, Bayesian thresholding equipment in hierarchical graphical versions, adaptive reversible leap MCMC, LASSO estimators, parameter growth algorithms, the implementation of parameter and non-parameter-based techniques to variable choice, a survey of key leads to goal Bayesian version choice method, and a cautious examine the modeling of endogeneity in discrete facts settings. vital modern questions are tested in purposes in macroeconomics, finance, banking, exertions economics, business association, and transportation, between others, during which version uncertainty is a imperative consideration.

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Bayesian Model Comparison: 34 (Advances in Econometrics) by Ivan Jeliazkov,Dale J. Poirier

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