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Sequential Marginal Likelihood
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Sequential Marginal Likelihood
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View a plot of sequentially estimated marginal likelihood. You can choose between the Chib and Jeliazkov (2001) estimator and Geweke's modified harmonic mean. The selection of sequential sample as well as the coverage probability selection is performed on the DSGE posterior sampling frame on the Settings tab.
Additional Information
| • | A more detailed description of marginal likelihood estimators is found in Section 10 of the YADA Manual. |
Page url: http://www.texlips.net/yada/help/index.html?sequential_marginal_likelihood.htm