Bayesian Model Averaging in R
Download full text from publisher
References listed on IDEAS
- Winford H. Masanjala & Chris Papageorgiou, 2008. "Rough and lonely road to prosperity: a reexamination of the sources of growth in Africa using Bayesian model averaging," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 671-682.
- Martin Feldkircher & Stefan Zeugner, 2009. "Benchmark Priors Revisited; On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging," IMF Working Papers 09/202, International Monetary Fund.
- Doppelhofer, G. & Weeks, M., 2005. "Jointness of Growth Determinants," Cambridge Working Papers in Economics 0542, Faculty of Economics, University of Cambridge.
- Liang, Feng & Paulo, Rui & Molina, German & Clyde, Merlise A. & Berger, Jim O., 2008. "Mixtures of g Priors for Bayesian Variable Selection," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 410-423, March.
- Paul Millar, 2005. "BIC: Stata module to evaluate the statistical significance of variables in a model," Statistical Software Components S449507, Boston College Department of Economics, revised 14 Apr 2011.
- Theo S. Eicher & Chris Papageorgiou & Adrian E. Raftery, 2011.
"Default priors and predictive performance in Bayesian model averaging, with application to growth determinants,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 26(1), pages 30-55, January/F.
- 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.
- Ehrlich, Isaac, 1973. "Participation in Illegitimate Activities: A Theoretical and Empirical Investigation," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 521-565, May-June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Leroi RAPUTSOANE, 2016. "Real Effective Exchange Rates Comovements and the South African Currency," Journal of Economics Library, KSP Journals, vol. 3(1), pages 57-68, March.
- Leroi RAPUTSOANE, 2015.
"Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa,"
Turkish Economic Review,
KSP Journals, vol. 2(4), pages 210-221, December.
- Raputsoane, Leroi, 2015. "Alternative measures of credit extension for countercyclical buffer decisions in South Africa," MPRA Paper 67453, University Library of Munich, Germany.
- Raputsoane, Leroi, 2016. "Real effective exchange rates comovements and the South African currency," MPRA Paper 68667, University Library of Munich, Germany.
- Błażejowski, Marcin & Kwiatkowski, Jacek, 2015. "Bayesian Model Averaging and Jointness Measures for gretl," Journal of Statistical Software, Foundation for Open Access Statistics.
- Błażejowski, Marcin & Kwiatkowski, Jacek, 2015.
"Bayesian Model Averaging and Jointness Measures for gretl,"
Journal of Statistical Software,
Foundation for Open Access Statistics.
- Blazejowski, Marcin & Kwiatkowski, Jacek, 2013. "Bayesian Model Averaging and Jointness Measures for gretl," MPRA Paper 44322, University Library of Munich, Germany.
- Marcin Blazejowski & Jacek Kwiatkowski, 2015. "Bayesian Model Averaging and Jointness Measures for gretl," gretl working papers 2, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Walid Oueslati & Julien Salanié & JunJie Wu, 2014.
"Urbanization and Agricultural Structural Adjustments: Some Lessons from European Cities,"
1442, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Walid Oueslati & Julien Salanié & Junjie Wu, 2014. "Urbanization and Agricultural Structural Adjustments: Some Lessons from European Cities," Working Papers halshs-01098773, HAL.
- Walid Oueslati & Julien Salanié & J. J. Wu, 2015. "Urbanization and agricultural structural adjustments: some lessons from European cities," Post-Print halshs-01208289, HAL.
- Man, Georg, 2015. "Competition and the growth of nations: International evidence from Bayesian model averaging," Economic Modelling, Elsevier, vol. 51(C), pages 491-501.
- Leroi Raputsoane, 2014. "Disaggregated Credit Extension and Financial Distress in South Africa," Working Papers 435, Economic Research Southern Africa.
- Poudineh, Rahmatallah & Jamasb, Tooraj, 2016. "Determinants of investment under incentive regulation: The case of the Norwegian electricity distribution networks," Energy Economics, Elsevier, pages 193-202.
- Leroi RAPUTSOANE, 2016. "Disaggregated Credit Extension and Financial Distress in South Africa," Journal of Economics Library, KSP Journals, vol. 3(2), pages 226-240, June.
- repec:cam:camdae:1324 is not listed on IDEAS
More about this item
KeywordsModel Averaging; Zellner's g Prior; BMS;
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-09-16 (All new papers)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:mia:wpaper:2011-9. 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: (Christopher Parmeter). General contact details of provider: http://edirc.repec.org/data/demiaus.html .
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 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 RePEc Author Service 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.