Modified harmonic mean method for spatial autoregressive models

DOI10.1016/j.econlet.2023.110978OpenAlexW4313597626MaRDI QIDQ2685450

Osman Doğan

Publication date: 22 February 2023

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2023.110978

zbMATH Keywords

SARmodel selectionmarginal likelihoodAICBICDICmodified harmonic mean

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• Arc_Mat

Cites Work

• Pitfalls of estimating the marginal likelihood using the modified harmonic mean
• Estimating the dimension of a model
• An MCMC approach to classical estimation.
• Using simulation methods for bayesian econometric models: inference, development,and communication
• Bayesian Measures of Model Complexity and Fit
• LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
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