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Normality of posterior distribution under misspecification and nonsmoothness, and Bayes factor for Davies' problem
Yang, Minxian - In: Econometric reviews 33 (2014) 1/4, pp. 305-336
Persistent link: https://www.econbiz.de/10010360511
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Performance of model selection criteria in Bayesian threshold VAR (TVAR) models
Kwon, Yongjae; Bozdogan, Hamparsum; Bensmail, Halima - In: Econometric reviews 28 (2009) 1/3, pp. 83-101
Persistent link: https://www.econbiz.de/10003800662
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Model building and data mining
Sargan, John Denis - In: Econometric reviews 20 (2001) 2, pp. 159-170
Persistent link: https://www.econbiz.de/10001596577
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A nonparametric Bayesian approach to detect the number of regimes in Markov switching models
Otranto, Edoardo; Gallo, Giampiero M. - In: Econometric reviews 21 (2002) 4, pp. 477-496
Persistent link: https://www.econbiz.de/10001718228
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Robust open Bayesian analysis : overfitting, model uncertainty, and endogeneity issues in multiple regression models
Pacifico, Antonio - In: Econometric reviews 40 (2021) 2, pp. 148-176
Persistent link: https://www.econbiz.de/10012483805
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Weighted-average least squares prediction
Magnus, Jan R.; Wang, Wendun; Zhang, Xinyu - In: Econometric reviews 35 (2016) 5/7, pp. 1040-1074
Persistent link: https://www.econbiz.de/10011591015
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Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric; Chan, Joshua; Strachan, Rodney W. - In: Econometric reviews 35 (2016) 8/10, pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
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Generalized least squares model averaging
Liu, Qingfeng; Okui, Ryo; Yoshimura, Arihiro - In: Econometric reviews 35 (2016) 8/10, pp. 1692-1752
Persistent link: https://www.econbiz.de/10011592388
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Model selection for factor analysis : some new criteria and performance comparisons
Choi, In; Jeong, Hanbat - In: Econometric reviews 38 (2019) 6, pp. 577-596
Persistent link: https://www.econbiz.de/10012181337
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Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos; Kolossiatis, Michalis - In: Econometric reviews 39 (2020) 4, pp. 319-343
Persistent link: https://www.econbiz.de/10012181420