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Bayesian model selection and prediction with empirical applications discussion

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  • Richard, Jean-Francois

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  • Richard, Jean-Francois, 1995. "Bayesian model selection and prediction with empirical applications discussion," Journal of Econometrics, Elsevier, vol. 69(1), pages 337-349, September.
    • Handle: RePEc:eee:econom:v:69:y:1995:i:1:p:337-349
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    References listed on IDEAS

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    1. Hall, Robert E, 1978. "Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence," Journal of Political Economy, University of Chicago Press, vol. 86(6), pages 971-987, December.
    2. Mizon, Grayham E & Richard, Jean-Francois, 1986. "The Encompassing Principle and Its Application to Testing Non-nested Hypotheses," Econometrica, Econometric Society, vol. 54(3), pages 657-678, May.
    3. FLORENS, Jean-Pierre & MOUCHART, Michel, 1992. "Bayesian testing and testing Bayesians," LIDAM Discussion Papers CORE 1992020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Florens, J.P. & Mouchart, M., 1992. "Bayesian Testing and Testing Bayesians," Papers 92.275, Toulouse - GREMAQ.
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    Cited by:

    1. Christophe Bontemps & Grayham E. Mizon, 2008. "Encompassing: Concepts and Implementation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 721-750, December.

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