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Bayesian Model Comparison, vol 34

Edited by Ivan Jeliazkov () and Dale J. Poirier

in Advances in Econometrics from Emerald Publishing Ltd, currently edited by Thomas B. Fomby, R. Carter Hill, Ivan Jeliazkov, Juan Carlos Escanciano and Eric Hillebrand

Date: 2014
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Chapters in this book:

Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments , pp 1-44 Downloads
Garland Durham and John Geweke
Model Switching and Model Averaging in Time-Varying Parameter Regression Models , pp 45-69 Downloads
Miguel Belmonte and Gary Koop
Assessing Bayesian Model Comparison in Small Samples , pp 71-115 Downloads
Enrique Martínez-García and Mark Wynne
Bayesian Selection of Systemic Risk Networks , pp 117-153 Downloads
Daniel Felix Ahelegbey and Paolo Giudici
Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison , pp 155-179 Downloads
Martin Burda
Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach , pp 181-222 Downloads
Guillaume Weisang
Determining the Proper Specification for Endogenous Covariates in Discrete Data Settings , pp 223-247 Downloads
Angela Vossmeyer
Variable Selection in Bayesian Models: Using Parameter Estimation and Non Parameter Estimation Methods , pp 249-278 Downloads
Gail Blattenberger, Richard Fowles and Peter D. Loeb
Intrinsic Priors for Objective Bayesian Model Selection , pp 279-300 Downloads
Elías Moreno and Luís Raúl Pericchi
Demand Estimation with High-Dimensional Product Characteristics , pp 301-323 Downloads
Benjamin J. Gillen, Matthew Shum and Hyungsik Moon
Copula Analysis of Correlated Counts , pp 325-348 Downloads
Esther Hee Lee

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