A new approach to Bayesian hypothesis testing
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More about this item
KeywordsBayes factor; Decision theory; EM algorithm; Deviance; Markov chain Monte Carlo; Latent variable models;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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