Dataset - ZBW Journal Data Archive

Joshua C. C. Chan
;
Eric Eisenstat

Bayesian model comparison for time‐varying parameter VARs with stochastic vol...

We develop importance sampling methods for computing two popular Bayesian model comparison criteria, namely, the marginal likelihood and the deviance information criterion (DIC)...

DOI:10.15456/jae.2022326.0709321083
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