IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to save this paper

Model Averaging in Economics

Listed author(s):

Fragility of regression analysis to arbitrary assumptions and decisions about choice of control variables is an important concern for applied econometricians (e.g. Leamer (1983)). Sensitivity analysis in the form of model averaging represents an (agnostic) approach that formally addresses this problem of model uncertainty. This paper presents an overview of model averaging methods with emphasis on recent developments in the combination of model averaging with IV and panel data settings.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.cemfi.es/ftp/wp/1008.pdf
Download Restriction: no

Paper provided by CEMFI in its series Working Papers with number wp2010_1008.

as
in new window

Length:
Date of creation: Oct 2010
Handle: RePEc:cmf:wpaper:wp2010_1008
Contact details of provider: Postal:
Casado del Alisal, 5, 28014 Madrid

Phone: 914290551
Fax: 914291056
Web page: http://www.cemfi.es/
Email:


More information through EDIRC

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

as
in new window

  1. Ethan Cohen-Cole & Steven N. 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.
  2. Gernot Doppelhofer & Ronald I. Miller & Xavier Sala-i-Martin, 2000. "Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach," NBER Working Papers 7750, National Bureau of Economic Research, Inc.
  3. Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher, 2014. "The Determinants of Economic Growth in European Regions," Regional Studies, Taylor & Francis Journals, vol. 48(1), pages 44-67, January.
  4. Crespo Cuaresma, Jesús & Slacik, Tomas, 2009. "On the determinants of currency crises: The role of model uncertainty," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 621-632, December.
  5. Moral-Benito, Enrique, 2009. "Determinants of Economic Growth: A Bayesian Panel Data Approach," Policy Research Working Paper Series 4830, The World Bank.
Full references (including those not matched with items on IDEAS)

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:cmf:wpaper:wp2010_1008. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Araceli Requerey)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.