Similar Search Results

To bridge, to warp or to wrap? : a comparative study of Monte Carlo methods for efficient evaluation of marginal likelihoods

Ardia, David; Hoogerheide, Lennart; Dijk, Herman K. van - 2009

efficiency where the numerical standard error may be highly unreliable. …

Persistent link: https://www.econbiz.de/10011377602

Testing for a unit root in the presence of stochastic volatility and leverage effect

Li, Yong; Chong, Terence Tai-Leung; Zhang, Jie - In: Economic modelling 29 (2012) 5, pp. 2035-2038

Persistent link: https://www.econbiz.de/10009666985

A new approach to Bayesian hypothesis testing

Li, Yong; Zeng, Tao; Yu, Jun - In: Journal of econometrics 178 (2014) 1, pp. 602-612

Persistent link: https://www.econbiz.de/10010256849

Testing volatility persistence on Markov switching stochastic volatility models

Pan, Qi; Li, Yong - In: Economic modelling 35 (2013), pp. 45-50

Persistent link: https://www.econbiz.de/10010258578

A Bayesian extension of the J-test for non-nested hypotheses

Ghali, Moheb A.; Krieg, John M.; Rao, K. Surekha - In: Journal of quantitative economics : official journal of … 9 (2011) 1, pp. 53-72

Persistent link: https://www.econbiz.de/10010337921

A Bayesian chi-squared test for hypothesis testing

Li, Yong; Liu, Xiao-Bin; Yu, Jun - In: Journal of econometrics 189 (2015) 1, pp. 54-69

Persistent link: https://www.econbiz.de/10011502408

Divergent priors and well behaved Bayes factors

Strachan, Rodney W.; Dijk, Herman K. van - In: Central European journal of economic modelling and … 6 (2014) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10010503070

Relative effects at work : Bayes factors for order hypotheses

Braeken, Johan; Mulder, Joris; Wood, Stephen - In: Journal of management : JOM 41 (2015) 2, pp. 544-573

Persistent link: https://www.econbiz.de/10010482148

An introduction to Bayesian hypothesis testing for management research

Andraszewicz, Sandra; Scheibehenne, Benjamin; Rieskamp, … - In: Journal of management : JOM 41 (2015) 2, pp. 521-543

Persistent link: https://www.econbiz.de/10010482150

Divergent priors and well behaved Bayes factors

Strachan, Rodney W.; Dijk, Herman K. van - 2011

Divergent priors are improper when defined on unbounded supports. Bartlett's paradox has been taken to imply that using improper priors results in ill-defined Bayes factors, preventing model comparison by posterior probabilities. However many improper priors have attractive properties that...

Persistent link: https://www.econbiz.de/10011382697