Pages that link to "Item:Q1659173"
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The following pages link to Fast computation of the deviance information criterion for latent variable models (Q1659173):
Displaying 16 items.
- Comparing hybrid time-varying parameter VARs (Q1787975) (← links)
- Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine (Q2000331) (← links)
- Bayesian model selection for longitudinal count data (Q2091319) (← links)
- Bayesian model assessment for jointly modeling multidimensional response data with application to computerized testing (Q2103563) (← links)
- The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises (Q2136958) (← links)
- Deviance information criterion for latent variable models and misspecified models (Q2173191) (← links)
- Bayesian comparison of latent variable models: conditional versus marginal likelihoods (Q2331200) (← links)
- A one‐step‐ahead pseudo‐DIC for comparison of Bayesian state‐space models (Q3465379) (← links)
- Bayesian Approaches to Shrinkage and Sparse Estimation (Q5100721) (← links)
- Specification tests for time-varying parameter models with stochastic volatility (Q5862501) (← links)
- Dynamic correlation multivariate stochastic volatility with latent factors (Q6089161) (← links)
- Bayesian model selection for multilevel mediation models (Q6089377) (← links)
- Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307) (← links)
- Large Hybrid Time-Varying Parameter VARs (Q6190698) (← links)
- The Evolving Impact of Global, Region-Specific, and Country-Specific Uncertainty (Q6617771) (← links)
- Seemingly unrelated regression with measurement error: estimation via Markov chain Monte Carlo and mean field variational Bayes approximation (Q6636008) (← links)
