Efficient approximation of post-processing posterior predictive p value with economic applications
Zhou Wu, Muyao Yu, Tao Zeng, Yonghui Zhang
| Year of publication: |
2025
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|---|---|
| Authors: | Wu, Zhou ; Yu, Muyao ; Zeng, Tao ; Zhang, Yonghui |
| Published in: |
Economic modelling. - Amsterdam : Elsevier [u.a.], ISSN 0264-9993, ZDB-ID 2013002-8. - Vol. 146.2025, Art.-No. 107023, p. 1-11
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| Subject: | Posterior predictive p value | Post-processing posterior predictive p value | Latent variable | MCMC | Stochastic volatility | Wald-type discrepancy | Theorie | Theory | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2025.107023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015438327