An Objective Bayesian Criterion to Determine Model Prior Probabilities
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References listed on IDEAS
- C. M. Carvalho & J. G. Scott, 2009. "Objective Bayesian model selection in Gaussian graphical models," Biometrika, Biometrika Trust, vol. 96(3), pages 497-512.
- Geweke, J, 1993. "Bayesian Treatment of the Independent Student- t Linear Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages 19-40, Suppl. De.
- Casella, George & Moreno, Elias, 2006. "Objective Bayesian Variable Selection," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 157-167, March.
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- Mark F. J. Steel, 2020. "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
- Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
- Hinoveanu, Laurentiu C. & Leisen, Fabrizio & Villa, Cristiano, 2019. "Bayesian loss-based approach to change point analysis," Computational Statistics & Data Analysis, Elsevier, vol. 129(C), pages 61-78.
- Grazian, Clara & Villa, Cristiano & Liseo, Brunero, 2020. "On a loss-based prior for the number of components in mixture models," Statistics & Probability Letters, Elsevier, vol. 158(C).
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