Salabasis, Mickael - Economics Institute for Research (SIR), … - 2004
covariance; model selection
JEL codes: C11, C33, C63
⁄Mickael Salabasis, SSE ES, P.O. Box 6501, SE-113 83 Stockholm, Sweden.
1 … implementation of model selection, keeping the necessary adjustments to the
posterior simulation at a minimum. The changing … other quantities. Section 3 extends the prior to cater for model selection and
outlines a generic algorithm to include it …