Benchmark priors for Bayesian model averaging

Journal of Econometrics

Volumn 100, Issue 2, 2001, Pages 381-427

  Fernández, Carmen ^a   Ley, Eduardo ^b   Steel, Mark F J ^c  

^a UNIVERSITY OF ST ANDREWS   (United Kingdom)

^b INTERNATIONAL MONETARY FUND   (United States)

^c UNIVERSITY OF KENT   (United Kingdom)

Author keywords

Bayes factors; Markov chain Monte Carlo; Posterior odds; Prior elicitation

Indexed keywords

EID: 18044404766     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00076-2     Document Type: Article

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