On the Sensitivity of Bayes Factors to the Prior Distributions
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Cited by:
- Bauwens, Luc & Dufays, Arnaud & Rombouts, Jeroen V.K., 2014.
"Marginal likelihood for Markov-switching and change-point GARCH models,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 508-522.
- Luc Luc & Arnaud Dufays & Jeroen V.K. Rombouts, 2011. "Marginal Likelihood for Markov-switching and Change-point Garch Models," CREATES Research Papers 2011-41, Department of Economics and Business Economics, Aarhus University.
- BAUWENS, Luc & DUFAYS, Arnaud & ROMBOUTS, Jeroen V.K., 2014. "Marginal likelihood for Markov-switching and change-point GARCH models," LIDAM Reprints CORE 2533, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Luc Bauwens & Arnaud Dufays & Jeroen V.K. Rombouts, 2011. "Marginal Likelihood for Markov-Switching and Change-Point GARCH Models," Cahiers de recherche 1138, CIRPEE.
- BAUWENS, Luc & DUFAYS, Arnaud & ROMBOUTS, Jeroen V.K., 2011. "Marginal likelihood for Markov-switching and change-point GARCH models," LIDAM Discussion Papers CORE 2011013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Luc Bauwens & Arnaud Dufays & Jeroen Rombouts, 2011. "Marginal Likelihood for Markov-Switching and Change-Point Garch Models," CIRANO Working Papers 2011s-72, CIRANO.
- Yang Song & Yawen Wang & Dahai Jin, 2020. "A Bayesian Approach Based on Bayes Minimum Risk Decision for Reliability Assessment of Web Service Composition," Future Internet, MDPI, vol. 12(12), pages 1-20, December.
- R. Klein Entink & J.-P. Fox & W. Linden, 2009. "A Multivariate Multilevel Approach to the Modeling of Accuracy and Speed of Test Takers," Psychometrika, Springer;The Psychometric Society, vol. 74(1), pages 21-48, March.
- J. G. Liao & Duanping Liao & Arthur Berg, 2016. "Calibrated Bayes Factors in Assessing Genetic Association Models," The American Statistician, Taylor & Francis Journals, vol. 70(3), pages 250-256, July.
- Jean-Paul Fox & Joris Mulder & Sandip Sinharay, 2017. "Bayes Factor Covariance Testing in Item Response Models," Psychometrika, Springer;The Psychometric Society, vol. 82(4), pages 979-1006, December.
- Sheng, Yanyan, 2008. "Markov Chain Monte Carlo Estimation of Normal Ogive IRT Models in MATLAB," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 25(i08).
- Deborah Gefang, 2012. "Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(1), pages 131-151, February.
- Sheng, Yanyan, 2008. "A MATLAB Package for Markov Chain Monte Carlo with a Multi-Unidimensional IRT Model," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 28(i10).
- Johnson, Matthew S., 2007. "Marginal Maximum Likelihood Estimation of Item Response Models in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 20(i10).
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