Likelihood ratios, posterior odds and information criteria
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 16 (1981)
Issue (Month): 1 (May)
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Web page: http://www.elsevier.com/locate/jeconom
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- Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998.
"Benchmark Priors for Bayesian Model Averaging,"
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- Julia Campos & Neil R. Ericsson & David F. Hendry, 2005. "General-to-specific modeling: an overview and selected bibliography," International Finance Discussion Papers 838, Board of Governors of the Federal Reserve System (U.S.).
- Neil R. Ericsson & Steven B. Kamin, 2008. "Constructive data mining: modeling Argentine broad money demand," International Finance Discussion Papers 943, Board of Governors of the Federal Reserve System (U.S.).
- A. Young, 1987. "On the information criterion for selecting regressors," Metrika, Springer, vol. 34(1), pages 185-194, December.
- Ahn, Seung C. & Perez, M. Fabricio, 2010. "GMM estimation of the number of latent factors: With application to international stock markets," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 783-802, September.
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