Improved marginal likelihood estimation via power posteriors and importance sampling
Yong Li, Nianling Wang, Jun Yu
| Year of publication: |
2023
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|---|---|
| Authors: | Li, Yong ; Wang, Nianling ; Yu, Jun |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 234.2023, 1, p. 28-52
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| Subject: | Bayes factor | Marginal likelihood | Markov Chain Monte Carlo | Model choice | Power posteriors | Importance sampling | Stichprobenerhebung | Sampling | Markov-Kette | Markov chain | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.11.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014364649