A Bayesian robust chi-squared test for testing simple hypotheses

DOI10.1016/j.jeconom.2020.07.046zbMath1471.62240OpenAlexW3087618178WikidataQ114666100 ScholiaQ114666100MaRDI QIDQ2024459

Anil K. Bera, Osman Doğan, Süleyman Taşpınar

Publication date: 4 May 2021

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.07.046

zbMATH Keywords

decision theoryBayesian inferenceLM testchi-squared testMCMCrobust LM test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• BayesDA

Cites Work

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