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Hong, Han
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Bayesian averaging, prediction and nonnested model selection
Hong, Han
;
Preston, Bruce
- In:
Journal of Econometrics
167
(
2012
)
2
,
pp. 358-369
between posterior odds and frequentist
model
selection
criteria
. Weak conditions are given under which consistent model …
Persistent link: https://www.econbiz.de/10010574071
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