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Year of publication
Subject
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APT models 1 Bayes factors 1 MCMC 1 Posterior density 1 Variable selection 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Kohn, Robert 1 Ouysse, Rachida 1
Institution
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School of Economics, UNSW Business School 1
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Discussion Papers / School of Economics, UNSW Business School 1
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RePEc 1
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Bayesian Variable Selection of Risk Factors in the APT Model
Kohn, Robert; Ouysse, Rachida - School of Economics, UNSW Business School - 2007
are very small. JEL Classiflcation: C1, C22, C52 Keywords: Variable selection, Posterior density, Bayes factors, MCMC, APT … models. ⁄School of Economics, The University Of New South Wales, Sydney 2052 Australia. Email: r.kohn@unsw.edu.au ySchool of …
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