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Marginal likelihood calculation for the Gelfand-Dey and Chib methods

Author:
Chun Liu   liuch@sem.tsinghua.edu.cn   Qing Liu  


Journal:
Economics Letters


Issue Date:
2012


Abstract(summary):

A trade-off exists between the and methods to calculate the marginal likelihood in Bayesian estimation. Using the Markov Chain Monte Carlo method, we demonstrate that the performance of the two methods is fairly close.


Page:
200-203


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