Invariant Bayesian inference in regression models that is robust against the Jeffreys–Lindley's paradox-Reference-Cited by-同舟云学术

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Invariant Bayesian inference in regression models that is robust against the Jeffreys–Lindley's paradox

Published:2004-12 Issue:2 Volume:123 Page:227-258
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Kleibergen Frank

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference34 articles.

1. Identification restrictions and posterior densities in cointegrating Gaussian VAR systems;Bauwens,1996

2. Statistical Decision Theory and Bayesian Inference;Berger,1985

3. Bayesian Theory;Bernardo,1994

4. Probability and Measure;Billingsley,1986

5. Box, G.E.P., Tiao, G.C., 1992. Bayesian Inference in Statistical Analysis. Wiley, Wiley classics library edition edn.

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