Bayesian averaging, prediction and nonnested model selection
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Publication:738162
DOI10.1016/j.jeconom.2011.09.021zbMath1441.62734OpenAlexW2138399584MaRDI QIDQ738162
Publication date: 15 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/w14284.pdf
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Bayesian inference (62F15)
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