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Comparing and choosing between two models with a third model in the background

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  • Poirier, Dale J.

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  • Poirier, Dale J., 1997. "Comparing and choosing between two models with a third model in the background," Journal of Econometrics, Elsevier, vol. 78(2), pages 139-151, June.
    • Handle: RePEc:eee:econom:v:78:y:1997:i:2:p:139-151
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    References listed on IDEAS

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    1. Palm, F. & Zellner, A., 1991. "To combine or not to combine? issues of combining forecasts," LIDAM Discussion Papers CORE 1991022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Florens, J.P. & Mouchart, M., 1992. "Bayesian Testing and Testing Bayesians," Papers 92.275, Toulouse - GREMAQ.
    3. FLORENS, Jean-Pierre & MOUCHART, Michel, 1993. "Bayesian testing and testing Bayesians," LIDAM Reprints CORE 1065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Dale J. Poirier, 1995. "Intermediate Statistics and Econometrics: A Comparative Approach," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262161494, April.
    5. Poirier, Dale, 1994. "Jeffreys' prior for logit models," Journal of Econometrics, Elsevier, vol. 63(2), pages 327-339, August.
    6. Koop, Gary & Poirier, Dale J., 1993. "Bayesian analysis of logit models using natural conjugate priors," Journal of Econometrics, Elsevier, vol. 56(3), pages 323-340, April.
    7. Min, Chung-ki & Zellner, Arnold, 1993. "Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 89-118, March.
    8. Poirier, Dale J., 1996. "A Bayesian analysis of nested logit models," Journal of Econometrics, Elsevier, vol. 75(1), pages 163-181, November.
    9. Koop, G & Poirier, D J, 1994. "Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(4), pages 369-388, Oct.-Dec..
    10. Poirier, Dale J. & Klepper, Steven, 1981. "Model occurrence and model selection in panel data sets," Journal of Econometrics, Elsevier, vol. 17(3), pages 333-350, December.
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    Cited by:

    1. John Geweke, 1999. "Using simulation methods for bayesian econometric models: inference, development,and communication," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 1-73.
    2. Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003. "Testing and Estimating Persistence in Canadian Unemployment," Econometrics 0311004, University Library of Munich, Germany.
    3. Ossama Mikhail & Curtis Eberwein & Jagdish Handa, 2005. "On the evidence of non-linear structure in Canadian unemployment," Applied Economics Letters, Taylor & Francis Journals, vol. 12(2), pages 101-104.
    4. O. Mikhail & C. J. Eberwein & J. Handa, 2006. "Estimating persistence in Canadian unemployment: evidence from a Bayesian ARFIMA," Applied Economics, Taylor & Francis Journals, vol. 38(15), pages 1809-1819.

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