A Bayesian extension of the J-test for non-nested hypotheses
Moheb Ghali; John M. Krieg; K. Surekha Rao
| Year of publication: |
2011
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|---|---|
| Authors: | Ghali, Moheb A. ; Krieg, John M. ; Rao, K. Surekha |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 9.2011, 1, p. 53-72
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| Subject: | Non-nested hypotheses | J-test | Log likelihood | Posterior odds | SIC | Bayes factor | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Bayes-Statistik | Bayesian inference |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010337921