Benchmark Priors for Bayesian Model Averaging (2001)

by Carmen Fernández , Eduardo Ley , Mark F. J. Steel
Venue:FORTHCOMING IN THE JOURNAL OF ECONOMETRICS
Citations:94 - 5 self

Active Bibliography

21 Model uncertainty – Merlise Clyde, Edward I. George - 2004
85 The practical implementation of Bayesian model selection – Hugh Chipman, Edward I. George, Robert E. Mcculloch - 2001
Methods and Criteria for Model Selection – n.n.
981 Bayes Factors – Robert E. Kass, Adrian E. Raftery - 1995
184 Bayesian Model Averaging for Linear Regression Models – Adrian E. Raftery, Jennifer A. Hoeting, David Madigan - 1997
36 Mixtures of g-priors for Bayesian variable selection – Feng Liang, Rui Paulo, German Molina, Merlise A. Clyde, Jim O. Berger - 2008
7 Simultaneous Variable and Transformation Selection in Linear Regression – Jennifer A. Hoeting, Adrian E. Raftery, David Madigan - 1995
89 Bayes factors and model uncertainty – Robert E. Kass, Adrian E. Raftery - 1993
42 Bayesian model averaging – Jennifer A. Hoeting, David Madigan , Adrian E. Raftery, Chris T. Volinsky - 1999
145 Model Selection and the Principle of Minimum Description Length – Mark H. Hansen, Bin Yu - 1998
39 Accounting for Model Uncertainty in Survival Analysis Improves Predictive Performance – Adrian Raftery, David Madigan, Chris T. Volinsky - 1995
26 A method for simultaneous variable selection and outlier identification in linear regression – Jennifer Hoeting , Adrian E. Raftery , David Madigan - 1996
60 Model Uncertainty in Cross-Country Growth Regressions – Carmen Fernández, A Eduardo Ley B, Mark F. J. Steel C - 2001
11 Long-Run Performance of Bayesian Model Averaging – Adrian E. Raftery, Yingye Zheng, N-- We, Merlise Clyde, Jennifer Hoeting, David Madigan - 2003
47 Model Selection and Accounting for Model Uncertainty in Linear Regression Models – Adrian Raftery, David Madigan, Jennifer Hoeting - 1993
Power-Expected-Posterior Priors for Variable Selection in Gaussian Linear Models – D. Fouskakis, I. Ntzoufras, D. Draper - 2012
Some connections between Bayesian and non-Bayesian methods for regression model selection – Faming Liang - 2001
39 The variable selection problem – Edward I. George - 2000
1 Markov Chain Monte Carlo With Mixtures of Mutually Singular Distributions – Raphael Gottardo, Adrian E. Raftery