Cromwells Rule and the Role of the Prior in the Economic Metric:An Application to the Portfolio Allocation Problem
Roskelley, Kenneth D.
Cromwells Rule and the Role of the Prior in the Economic Metric:An Application to the Portfolio Allocation Problem 2008 - 2008 - 227-236 V. 26 Issue. 2
Economic Statistics
Bayesian Econometrics;Model uncertainty;Point null hythesis;Variable selection;
Cromwells Rule and the Role of the Prior in the Economic Metric:An Application to the Portfolio Allocation Problem 2008 - 2008 - 227-236 V. 26 Issue. 2
Economic Statistics
Bayesian Econometrics;Model uncertainty;Point null hythesis;Variable selection;