Assaf, A. George; Tsionas, Mike G. - In: International Journal of Contemporary Hospitality Management 32 (2019) 4, pp. 1449-1468
Purpose: This paper aims to present several Bayesian specification tests for both in- and out-of-sample situations. Design/methodology/approach: The authors focus on the Bayesian equivalents of the frequentist approach for testing heteroskedasticity, autocorrelation and functional form...