Model Selection when There is "Minimal" Prior Information

DOI10.2307/1911000zbMath0555.62095OpenAlexW1971214314MaRDI QIDQ3218991

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Publication date: 1984

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911000

zbMATH Keywords

likelihood ratio testmodel selectioninvariance propertiesparsimonyposterior oddsminimal prior information

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (4)

Entropy, divergence and distance measures with econometric applications ⋮ Lower bounds on bayes factors for a linear regression model ⋮ Bayesian analysis in econometrics ⋮ Comparison of alternative functional forms in production

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