A predictive motivation for loss function specification in parametric hypothesis testing
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Cited by:
- Li, Yong & Yu, Jun, 2012.
"Bayesian hypothesis testing in latent variable models,"
Journal of Econometrics, Elsevier, vol. 166(2), pages 237-246.
- Yong Li & Jun Yu, 2011. "Bayesian Hypothesis Testing in Latent Variable Models," Working Papers 11-2011, Singapore Management University, School of Economics.
- Liu, Xiaobin & Li, Yong & Yu, Jun & Zeng, Tao, 2022.
"Posterior-based Wald-type statistics for hypothesis testing,"
Journal of Econometrics, Elsevier, vol. 230(1), pages 83-113.
- Li, Yong & Liu, Xiaobin & Zeng, Tao & Yu, Jun, 2018. "A Posterior-Based Wald-Type Statistic for Hypothesis Testing," Economics and Statistics Working Papers 8-2018, Singapore Management University, School of Economics.
- Yong Li & Xiaobin Liu & Jun Yu & Tao Zeng, 2018. "A New Wald Test for Hypothesis Testing Based on MCMC outputs," Papers 1801.00973, arXiv.org.
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