Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Year of publication: |
2015
|
---|---|
Authors: | Chan, Joshua ; Grant, Angelia L. |
Publisher: |
Canberra : Centre for Applied Macroeconomic Analysis, The Australian National Univ. |
Subject: | Bayesian model comparison | State space | Unobserved components | Inflation | complete-data likelihood | observed-data likelihood | Bayes-Statistik | Bayesian inference | Zustandsraummodell | State space model | Schätzung | Estimation | Inflationsrate | Inflation rate | USA | United States | Großbritannien | United Kingdom |
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