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  • Search: subject:"posterior model probability"
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Year of publication
Subject
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Bayes-Statistik 1 Bayesian Monte Carlo integration method 1 Bayesian Structural VAR 1 Bayesian inference 1 Bayesian model selection 1 Deviance information criterion 1 Housing market 1 Housing market fluctuations 1 Immobilienpreis 1 Iran 1 Markov chain Monte Carlo method 1 Model selection 1 Money shocks 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Oil price 1 Oil price shocks 1 Posterior model probability 1 Posterior model probability (PMP) 1 Real estate price 1 Schock 1 Shock 1 VAR model 1 VAR-Modell 1 Volatility 1 Volatilität 1 Wohnungsmarkt 1 encompassing prior 1 p-value 1 posterior model probability 1 training data 1 Ölpreis 1
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Undetermined 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
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Chen, Cathy 1 Hoijtink, Herbert 1 Khiabani, Nasser 1 Klugkist, Irene 1 Liu, Feng-Chi 1 So, Mike 1
Published in...
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Computational Statistics 1 Journal of housing economics 1 Quality & Quantity: International Journal of Methodology 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Oil inflows and housing market fluctuations in an oil-exporting country : evidence from Iran
Khiabani, Nasser - In: Journal of housing economics 30 (2015), pp. 59-76
Persistent link: https://www.econbiz.de/10011565825
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Threshold variable selection of asymmetric stochastic volatility models
Chen, Cathy; Liu, Feng-Chi; So, Mike - In: Computational Statistics 28 (2013) 6, pp. 2415-2447
highest posterior model probability. The second method is to use the deviance information criterion to compare among these … competing models and select the best one. Simulation results lead us to conclude that for large samples the posterior model … probability approximation method can give an accurate approximation of the posterior probability in Bayesian model selection. The …
Persistent link: https://www.econbiz.de/10010847532
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Comparison of Hypothesis Testing and Bayesian Model Selection
Hoijtink, Herbert; Klugkist, Irene - In: Quality & Quantity: International Journal of Methodology 41 (2007) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10009390999
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