Abstract: In this paper, an attempt is made to show a general solution to nonlinear and/or non-Gaussian state-space modeling in a Bayesian framework, which corresponds to an extension of Carlin et al. (J. Amer. Statist. ...

Abstract: Analytical or coding errors in posterior simulators can produce reasonable but incorrect approximations of posterior moments. This article develops simple tests of posterior simulators that detect both kinds of ...

Abstract: The use of the likelihood ratio statistic in testing the goodness of fit of the exploratory factor model has no formal justification when, as is often the case in practice, the usual regularity conditions are not ...

This discussion revisits Tong and Lim's seminal 1980 paper on the SETAR model in the context of advances in computation since that time. Using the Canadian lynx data set from that paper, it compares exact maximum likelihood ...