Deviance information criterion for latent variable models and misspecified models
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DOI: 10.1016/j.jeconom.2019.11.002
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More about this item
Keywords
AIC; TIC; DIC; Latent variable models; Misspecified models; Markov chain Monte Carlo;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
Statistics
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