Bayesian Model Comparison (34) (Advances in Econometrics) - Tapa dura

Libro 5 de 16: Advances in Econometrics
 
9781784411855: Bayesian Model Comparison (34) (Advances in Econometrics)
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ISBN 10: 178441185X ISBN 13: 9781784411855
Editorial: Emerald Group Publishing Limited, 2014

Sinopsis

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.

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Reseña del editor

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.

Reseña del editor

Volume 34 of the well respected Advances in Econometrics. This series publishes original scholarly econometrics papers with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature. Annual volume themes, selected by the Series Editors, are their interpretation of important new methods and techniques emerging in economics, statistics and the social sciences. Advances in Econometrics is essential reading for academics, researchers and practitioners who are involved in applied economic, business or social science research, and eager to keep up with the latest methodological tools.

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Editorial
Emerald Group Publishing Limited
Año de publicación
2014
Idioma
Inglés
ISBN 10 
178441185X
ISBN 13 
9781784411855
Encuadernación
Tapa dura
Número de páginas
362
Editor
Jeliazkov Ivan, Poirier Dale J.
Contacto del fabricante
no disponible
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