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Benchmark priors for Bayesian Model averaging

  • Carmen Fernández
  • Eduardo Ley
  • Mark F. J. Steel

No abstract is available for this item.

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File URL: http://documentos.fedea.net/pubs/dt/1998/dt-1998-06.pdf
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Paper provided by FEDEA in its series Working Papers with number 98-06.

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Handle: RePEc:fda:fdaddt:9806
Contact details of provider: Web page: http://www.fedea.net

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  1. Akaike, Hirotugu, 1981. "Likelihood of a model and information criteria," Journal of Econometrics, Elsevier, vol. 16(1), pages 3-14, May.
  2. Peter C.B. Phillips, 1992. "Bayesian Model Selection and Prediction with Empirical Applications," Cowles Foundation Discussion Papers 1023, Cowles Foundation for Research in Economics, Yale University.
  3. Richard, J. F. & Steel, M. F. J., 1988. "Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 7-37.
  4. Min, Chung-ki & Zellner, Arnold, 1993. "Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 89-118, March.
  5. Chow, Gregory C., 1981. "A comparison of the information and posterior probability criteria for model selection," Journal of Econometrics, Elsevier, vol. 16(1), pages 21-33, May.
  6. Isaac Ehrlich, 1973. "The Deterrent Effect of Capital Punishment: A Question of Life and Death," NBER Working Papers 0018, National Bureau of Economic Research, Inc.
  7. Gary S. Becker, 1974. "Crime and Punishment: An Economic Approach," NBER Chapters, in: Essays in the Economics of Crime and Punishment, pages 1-54 National Bureau of Economic Research, Inc.
  8. Poirier, Dale J, 1988. "Frequentist and Subjectivist Perspectives on the Problems of Model Building in Economics," Journal of Economic Perspectives, American Economic Association, vol. 2(1), pages 121-44, Winter.
  9. Atkinson, A. C., 1981. "Likelihood ratios, posterior odds and information criteria," Journal of Econometrics, Elsevier, vol. 16(1), pages 15-20, May.
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