A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models
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Volume (Year): 47 (2006)
Issue (Month): 4 (October)
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References listed on IDEAS
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- Chib S. & Jeliazkov I., 2001. "Marginal Likelihood From the Metropolis-Hastings Output," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 270-281, March.
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