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Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean

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Chan, Chi Chun (Joshua); Grant, Angelia

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The modified harmonic mean is widely used for estimating the marginal likelihood. We investigate the empirical performance of two versions of this estimator: one based on the observed-data likelihood and the other on the complete-data likelihood. Through

dc.contributor.authorChan, Chi Chun (Joshua)
dc.contributor.authorGrant, Angelia
dc.date.accessioned2015-12-08T22:42:56Z
dc.date.available2015-12-08T22:42:56Z
dc.identifier.issn0165-1765
dc.identifier.urihttp://hdl.handle.net/1885/37079
dc.description.abstractThe modified harmonic mean is widely used for estimating the marginal likelihood. We investigate the empirical performance of two versions of this estimator: one based on the observed-data likelihood and the other on the complete-data likelihood. Through
dc.publisherElsevier
dc.sourceEconomics Letters
dc.titlePitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean
dc.typeJournal article
local.description.notesImported from ARIES
local.identifier.citationvolume131
dc.date.issued2015
local.identifier.absfor140302 - Econometric and Statistical Methods
local.identifier.ariespublicationu4628727xPUB144
local.type.statusPublished Version
local.contributor.affiliationChan, Chi Chun (Joshua), College of Business and Economics, ANU
local.contributor.affiliationGrant, Angelia, College of Asia and the Pacific, ANU
local.bibliographicCitation.startpage29
local.bibliographicCitation.lastpage33
local.identifier.doi10.1016/j.econlet.2015.03.036
local.identifier.absseo970114 - Expanding Knowledge in Economics
dc.date.updated2015-12-08T10:37:12Z
local.identifier.scopusID2-s2.0-84930209027
CollectionsANU Research Publications

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