Bayesian specification searches

Bayesian specification searches

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Article ID: iaor1990342
Country: Belgium
Volume: 30
Start Page Number: 201
End Page Number: 223
Publication Date: Oct 1988
Journal: Cahiers du Centre d'tudes de Recherche Oprationnelle
Authors: ,
Keywords: Bayesian modelling
Abstract:

The authors define a series of Bayesian specification diagnostics which are intended to verify that the model under consideration is an acceptable representation of the possible states of the world. These tests will then be implemented inside a complete procedure of specification search which owes very much to the general-to-particular strategy developed by Hendry and Richard, and Florens and Mouchart.

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