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: | Lubrano Michel, Marimoutou Velayoudom |
Keywords: | Bayesian modelling |
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.