Bayesian Model Comparison and Validation
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Bibliographic InfoArticle provided by American Economic Association in its journal American Economic Review.
Volume (Year): 97 (2007)
Issue (Month): 2 (May)
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- Li, Yong & Yu, Jun, 2012.
"Bayesian hypothesis testing in latent variable models,"
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- Yong Li & Jun Yu, 2011. "Bayesian Hypothesis Testing in Latent Variable Models," Working Papers 11-2011, Singapore Management University, School of Economics.
- Edward Herbst & Frank Schorfheide, 2012.
"Evaluating DSGE model forecasts of comovements,"
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- Antonio Merlo & Thomas R.Palfrey, 2013. "External Validation of Voter Turnout Models by Concealed Parameter Recovery," PIER Working Paper Archive 13-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Aman Ullah & Huansha Wang, 2013. "Parametric and Nonparametric Frequentist Model Selection and Model Averaging," Econometrics, MDPI, Open Access Journal, vol. 1(2), pages 157-179, September.
- Jidoud, Ahmat, 2012. "The Sources of Macroeconomic Fluctuations in Subsaharan African Economies: An application to Côte d'Ivoire," TSE Working Papers 12-346, Toulouse School of Economics (TSE).
- Gupta, Abhishek, 2010. "A Forecasting Metric for Evaluating DSGE Models for Policy Analysis," MPRA Paper 26718, University Library of Munich, Germany.
- Yong Li & Jun Yu, 2010.
"A New Bayesian Unit Root Test in Stochastic Volatility Models,"
21-2010, Singapore Management University, School of Economics, revised Oct 2010.
- Yong Li & Jun Yu, 2012. "A New Bayesian Unit Root Test in Stochastic Volatility Models," Working Papers 14-2012, Singapore Management University, School of Economics.
- Faust, Jon & Gupta, Abhishek, 2010.
"Posterior Predictive Analysis for Evaluating DSGE Models,"
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- Jon Faust & Abhishek Gupta, 2012. "Posterior Predictive Analysis for Evaluating DSGE Models," NBER Working Papers 17906, National Bureau of Economic Research, Inc.
- Li, Yong & Zeng, Tao & Yu, Jun, 2014. "A new approach to Bayesian hypothesis testing," Journal of Econometrics, Elsevier, vol. 178(P3), pages 602-612.
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