Advances in Econometrics, Volume 34: Bayesian Model Comparison

DOI 10.1108/S0731-9053201434 Publication date 2014-11-19 Series copyright holder: Emerald Publishing Limited Book series ISSN 0731-9053

• Preface, Ivan Jeliazkov and Dale J. Poirier
• Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments, Garland Durham and John Geweke.
• Model Switching and Model Averaging in Time-Varying Parameter Regression Models, Miguel Belmonte and Gary Koop.
• Assessing Bayesian Model Comparison in Small Samples, Enrique Martinez-Garcia and Mark A. Wynne.
• Bayesian Selection of Systematic Risk Networks, Daniel Felix Ahelegbey and Paolo Giudici.
• Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison, Martin Burda.
• Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach, Guillaume Weisang.
• Determining the Proper Specification for Endogenous Covariates in Discrete Data Settings, Angela Vossmeyer.
• Variable Selection in Bayesian Models: Using Parameter Estimation and Non Parameter Estimation Methods, Gail Blattenberger, Richard Fowles, and Peter D. Loeb.
• Intrinsic Priors for Objective Bayesian Model Selection, Elias Moreno and Luis Raul Pericchi.
• Demand Estimation with High-Dimensional Product Characteristics, Benjamin J. Gillen, Matthew Shum, and Hyungsik Roger Moon.
• Copula Analysis of Correlated Counts, Esther Hee Lee.