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Bayesian Model Averaging and Endogeneity Under Model Uncertainty: An Application to Development Determinants

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  • Theo S. Eicher
  • Alex Lenkoski
  • Adrian Raftery

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Bibliographic Info

Paper provided by University of Washington, Department of Economics in its series Working Papers with number UWEC-2009-19-FC.

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Date of creation: Oct 2009
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Publication status: Forthcoming in Econometric Reviews
Handle: RePEc:udb:wpaper:uwec-2009-19-fc

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References

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  1. Theo Eicher & Chris Papageogiou & Adrian E Raftery, 2007. "Default Priors and Predictive Performance in Bayesian Model Averaging, with Application to Growth Determinants," Working Papers UWEC-2007-25-P, University of Washington, Department of Economics.
  2. Francisco Alcalá & Antonio Ciccone, 2003. "Trade and Productivity," Working Papers 12, Barcelona Graduate School of Economics.
  3. Chao, J. C. & Phillips, P. C. B., 1998. "Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior," Journal of Econometrics, Elsevier, vol. 87(1), pages 49-86, August.
  4. Charalambos G. Tsangarides, 2004. "A Bayesian Approach to Model Uncertainty," IMF Working Papers 04/68, International Monetary Fund.
  5. Cragg, John G. & Donald, Stephen G., 1993. "Testing Identifiability and Specification in Instrumental Variable Models," Econometric Theory, Cambridge University Press, vol. 9(02), pages 222-240, April.
  6. Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J., 2001. "Benchmark priors for Bayesian model averaging," Journal of Econometrics, Elsevier, vol. 100(2), pages 381-427, February.
  7. Doppelhofer, G. & Weeks, M., 2005. "Jointness of Growth Determinants," Cambridge Working Papers in Economics 0542, Faculty of Economics, University of Cambridge.
  8. David R. Hineline, 2007. "Examining the Robustness of the Inflation and Growth Relationship," Southern Economic Journal, Southern Economic Association, vol. 73(4), pages 1020–1037, April.
  9. Kleibergen, F.R. & Zivot, E., 1998. "Bayesian and classical approaches to instrumental variable regression," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. John F. Geweke, 1995. "Bayesian reduced rank regression in econometrics," Working Papers 540, Federal Reserve Bank of Minneapolis.
  11. James H. Stock & Motohiro Yogo, 2002. "Testing for Weak Instruments in Linear IV Regression," NBER Technical Working Papers 0284, National Bureau of Economic Research, Inc.
  12. Ethan Cohen-Cole & Steven Durlauf & Jeffrey Fagan & Daniel Nagin, 2007. "Model uncertainty and the deterrent effect of capital punishment," Risk and Policy Analysis Unit Working Paper QAU07-3, Federal Reserve Bank of Boston.
  13. Kim, Jae-Young, 2002. "Limited information likelihood and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 175-193, March.
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Citations

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Cited by:
  1. Enrique Moral-Benito, 2010. "Model Averaging In Economics," Working Papers wp2010_1008, CEMFI.
  2. Steven N. Durlauf & Chao Fu & Salvador Navarro, 2011. "Capital Punishment and Deterrence: Understanding Disparate Results," Working Papers 2012-005, Human Capital and Economic Opportunity Working Group.
  3. Eicher, Theo S. & Helfman, Lindy & Lenkoski, Alex, 2012. "Robust FDI determinants: Bayesian Model Averaging in the presence of selection bias," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 637-651.
  4. Samuel K. Ampaabeng & Chih Ming Tang, 2012. "The Long-Term Cognitive Consequences of Early Childhood Malnutrition: The Case of Famine in Ghana," Working Paper Series 64_12, The Rimini Centre for Economic Analysis.

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