Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency
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DOI: 10.1080/01621459.2018.1518237
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Cited by:
- Chen, Su & Walker, Stephen G., 2023. "A New Statistic for Bayesian Hypothesis Testing," Econometrics and Statistics, Elsevier, vol. 26(C), pages 139-152.
- Tsionas, Mike G., 2021. "Comparison of stochastic frontier models using the Hyvärinen factor," Economics Letters, Elsevier, vol. 202(C).
- Jack Jewson & David Rossell, 2022. "General Bayesian loss function selection and the use of improper models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(5), pages 1640-1665, November.
- De Silva, Dakshina G. & Hubbard, Timothy P. & Schiller, Anita R. & Tsionas, Mike G., 2023. "Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 278-294.
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