Objective Bayesian hypothesis testing in regression models with first-order autoregressive residuals

Communications in Statistics-theory and Methods, pp. 5872-5887, 2017.

Cited by: 1|Bibtex|Views0|DOI:https://doi.org/10.1080/03610926.2015.1112915
Other Links: academic.microsoft.com

Abstract:

ABSTRACTThis article considers the objective Bayesian testing in the normal regression models with first-order autoregressive residuals. We propose some solutions based on a Bayesian model selection procedure to this problem where no subjective input is considered. We construct the proper priors for testing the autocorrelation coefficient...More

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