Improper priors with well defined Bayes Factors
Year of publication: |
2004-05-19
|
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Authors: | Strachan, Rodney ; van Dijk, Herman K. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | Bayes factor | improper prior | marginal likelihood | measure | shrinkage prior |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2004-18 |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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