TY  - JOUR
TI  - Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach
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JO  - American Economic Review
PY  - 2007
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TY  - JOUR
TI  - Bayesian model averaging: a tutorial (with comments by M. Clyde, David Draper and E. I. George, and a rejoinder by the authors
AU  - Jennifer A. Hoeting
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TY  - JOUR
TI  - The positive false discovery rate: a Bayesian interpretation and the q-value
AU  - John D. Storey
JO  - The Annals of Statistics
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TY  - JOUR
TI  - Bayes Estimates for the Linear Model
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TY  - JOUR
TI  - Bayesian Inference in Econometric Models Using Monte Carlo Integration
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TY  - JOUR
TI  - Bayesian Variable Selection in Linear Regression
AU  - Toby J. Mitchell
AU  - John J. Beauchamp
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TY  - JOUR
TI  - Bayesian Analysis of Stochastic Volatility Models
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AU  - Nicholas G. Polson
AU  - Peter E. Rossi
JO  - Journal of Business and Economic Statistics
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TY  - JOUR
TI  - Bayesian Analysis of DSGE Models
AU  - Sungbae An
AU  - Frank Schorfheide
JO  - Econometric Reviews
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VL  - 26
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TY  - JOUR
TI  - Bayesian Model Averaging for Linear Regression Models
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AU  - David Madigan
AU  - Jennifer A. Hoeting
JO  - Journal of the American Statistical Association
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TY  - JOUR
TI  - A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
AU  - Robert E. Kass
AU  - Larry Wasserman
JO  - Journal of the American Statistical Association
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TY  - JOUR
TI  - Large Bayesian vector auto regressions
AU  - Marta Bańbura
AU  - Domenico Giannone
AU  - Lucrezia Reichlin
JO  - Journal of Applied Econometrics
PY  - 2009
VL  - 25
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ER  -


TY  - JOUR
TI  - Mixtures of g Priors for Bayesian Variable Selection
AU  - Feng Liang
AU  - Rui Paulo
AU  - Germán Molina
AU  - Merlise A. Clyde
AU  - Jim O Berger
JO  - Journal of the American Statistical Association
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TY  - JOUR
TI  - Reference Posterior Distributions for Bayesian Inference
AU  - José M. Bernardo
JO  - Journal of the Royal Statistical Society Series B (Statistical Methodology)
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TY  - JOUR
TI  - Spike and slab variable selection: Frequentist and Bayesian strategies
AU  - Hemant Ishwaran
AU  - J. Sunil Rao
JO  - The Annals of Statistics
PY  - 2005
VL  - 33
IS  - 2
DO  - 10.1214/009053604000001147
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ER  -


TY  - JOUR
TI  - Benchmark priors for Bayesian model averaging
AU  - Carmen Fernández
AU  - Eduardo Ley
AU  - Mark F. J. Steel
JO  - Journal of Econometrics
PY  - 2001
VL  - 100
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DO  - 10.1016/s0304-4076(00)00076-2
UR  - https://doi.org/10.1016/s0304-4076(00)00076-2
ER  -


TY  - JOUR
TI  - Bayes-Stein Estimation for Portfolio Analysis
AU  - Philippe Jorion
JO  - Journal of Financial and Quantitative Analysis
PY  - 1986
VL  - 21
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TY  - JOUR
TI  - Bayesian Methods for Dynamic Multivariate Models
AU  - Christopher A. Sims
AU  - Tao A. Zha
JO  - International Economic Review
PY  - 1998
VL  - 39
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DO  - 10.2307/2527347
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