E-raamat: Bayesian Model Comparison

Editors Jeliazkov and Poirier present students, academics, and researchers working in a wide variety of contexts with a collection of academic papers and articles devoted to Bayesian model comparison, summarizing central topics and developments in the literature, providing new techniques, methodology, and findings in theoretical, modeling, computational, and inferential research. The eleven international contributions that make up the bulk of the text cover model switching and model averaging in time-varying parameter regression models, Bayesian selection of systematic risk networks, factor selection in dynamic hedge fund replication models, and a variety of other related subjects. Ivan Jeliazkov and Dale J. Poirier are both faculty members of the University of California, Irvine. Distributed in North America by Turpin Distribution. Annotation ©2015 Ringgold, Inc., Portland, OR (protoview.com) Volume 34 of the well respected Advances in Econometrics. This series publishes original scholarly econometrics papers with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature. Annual volume themes, selected by the Series Editors, are their interpretation of important new methods and techniques emerging in economics, statistics and the social sciences. Advances in Econometrics is essential reading for academics, researchers and practitioners who are involved in applied economic, business or social science research, and eager to keep up with the latest methodological tools.