@misc{WarneCoenenChristoffel2014, author = {Anders Warne and G{\"u}nter Coenen and Kai Christoffel}, title = {Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models}, booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 478}, number = {June 27, 2014}, doi = {10.2139/ssrn.2507827}, url = {http://ssrn.com/abstract=2507827}, institution = {Wirtschaftswissenschaften}, series = {CFS working paper series}, number = {478}, type = {workingpaper}, pages = {27}, year = {2014}, }