JOURNAL ARTICLE
Deviance information criterion for latent variable models and misspecified models
Year: 2019 Journal: Journal of Econometrics Vol: 216 (2)Pages: 450-493 Publisher: Elsevier BV
Keywords:
Deviance information criterion Markov chain Monte Carlo Frequentist inference Econometrics Latent variable Marginal likelihood Bayes factor Prior probability Mathematics Estimator Stochastic volatility Bayesian probability Computer science Statistics Bayesian inference Volatility (finance)
Metrics
40
Cited By
11.57
FWCI (Field Weighted Citation Impact)
87
Refs
0.98
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Insurance, Mortality, Demography, Risk Management
Social Sciences → Social Sciences → Demography
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Statistical Methods and Bayesian Inference
Physical Sciences → Mathematics → Statistics and Probability
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