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
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