Bayesian Averaging, Prediction and Nonnested Model Selection
收藏NBER2008-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w14284
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资源简介：
This paper studies the asymptotic relationship between Bayesian model averaging and post-selection frequentist predictors in both nested and nonnested models. We derive conditions under which their difference is of a smaller order of magnitude than the inverse of the square root of the sample size
提供机构：
美国国家经济研究局
创建时间：
2008-08-01
