Empirical Bayes Model Averaging with Influential Observations: Tuning Zellner’s [formula omitted] Prior for Predictive Robustness
| Autor: | Hans, Christopher M., Peruggia, Mario, Wang, Junyan |
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| Zdroj: | In Econometrics and Statistics July 2023 27:102-119 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect