A Bayesian specification test
A Bayesian test statistic is proposed to assess the model specification after the model is estimated by Bayesian MCMC methods. The proposed approach does not require an alternative model to be specified and is applicable to a variety of models, including latent variable models, structural dynamic ch...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2015
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1798 https://ink.library.smu.edu.sg/context/soe_research/article/2797/viewcontent/P_ID_50755_BaynesiaSpecificationTest27_2015May26.pdf |
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| Institution: | Singapore Management University |
| Language: | English |