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Citations for "Mixtures of g Priors for Bayesian Variable Selection"

by Liang, Feng & Paulo, Rui & Molina, German & Clyde, Merlise A. & Berger, Jim O.

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  1. Salimans, Tim, 2012. "Variable selection and functional form uncertainty in cross-country growth regressions," Journal of Econometrics, Elsevier, vol. 171(2), pages 267-280.
  2. Fouskakis, D., 2012. "Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods," European Journal of Operational Research, Elsevier, vol. 220(2), pages 414-422.
  3. Valeria C. Castellanos, 2008. "Comisiones en cajeros automáticos y su relación con el tamaño de la red en México," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 57-92, enero-mar.
  4. Mulder, Joris, 2014. "Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 448-463.
  5. Peiró Palomino Jesús & Forte Deltell Anabel & Tortosa-Ausina Emili, 2014. "Does Social Capital Matter for European Regional Growth," Working Papers 2014130, Fundacion BBVA / BBVA Foundation.
  6. Yiyun Shou & Michael Smithson, 2015. "Evaluating Predictors of Dispersion: A Comparison of Dominance Analysis and Bayesian Model Averaging," Psychometrika, Springer;The Psychometric Society, vol. 80(1), pages 236-256, March.
  7. Ioanna Stylianou & Chih Ming Tan & Andros Kourtellos, 2012. "Failure to Launch? The Role of Land Inequality in Transition Delays," 2012 Meeting Papers 432, Society for Economic Dynamics.
  8. Bibiana Lanzilotta & Adrián Fernández & Gonzalo Zunino, 2008. "Evaluación de las proyecciones de analistas: la encuesta de expectativas de inflación del banco central," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 1-25, enero-mar.
  9. Tomas Havranek & Roman Horvath & Zuzana Irsova & Marek Rusnak, 2013. "Cross-Country Heterogeneity in Intertemporal Substitution," William Davidson Institute Working Papers Series wp1056, William Davidson Institute at the University of Michigan.
  10. Ley, Eduardo & Steel, Mark F. J., 2010. "Mixtures of g-priors for Bayesian model averaging with economic applications," MPRA Paper 26941, University Library of Munich, Germany.
  11. Mariam Camarero & Anabel Forte & Gonzalo García-Donato & Yurena Mendoza & Javier Ordóñez, 2015. "Variable selection in the analysis of energy consumption-growth nexus," Working Papers 2015/15, Economics Department, Universitat Jaume I, Castellón (Spain).
  12. Zhao, Kaifeng & Lian, Heng, 2016. "The Expectation–Maximization approach for Bayesian quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 96(C), pages 1-11.
  13. Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2014. "Robust Linear Static Panel Data Models Using ε-Contamination," IZA Discussion Papers 8661, Institute for the Study of Labor (IZA).
  14. David Puelz & Carlos M. Carvalho & P. Richard Hahn, 2015. "Optimal ETF Selection for Passive Investing," Papers 1510.03385, arXiv.org, revised Nov 2015.
  15. Man, Georg, 2015. "Competition and the growth of nations: International evidence from Bayesian model averaging," Economic Modelling, Elsevier, vol. 51(C), pages 491-501.
  16. Andros Kourtellos & Christa Marr & Chih Ming Tan, 2014. "Robust Determinants of Intergenerational Mobility in the Land of Opportunity," Working Paper Series 20_14, The Rimini Centre for Economic Analysis.
  17. Jesús Crespo Cuaresma & Martin Feldkircher, 2010. "Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe," Working Papers 160, Oesterreichische Nationalbank (Austrian Central Bank).
  18. Eidenberger, Judith & Neudorfer, Benjamin & Sigmund, Michael & Stein, Ingrid, 2014. "What predicts financial (in)stability? A Bayesian approach," Discussion Papers 36/2014, Deutsche Bundesbank, Research Centre.
  19. Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper Series 21_11, The Rimini Centre for Economic Analysis.
  20. Dimitris Korobilis, 2013. "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, 03.
  21. Guido Consonni & Luca La Rocca, 2010. "Moment Priors for Bayesian Model Choice with Applications to Directed Acyclic Graphs," Quaderni di Dipartimento 115, University of Pavia, Department of Economics and Quantitative Methods.
  22. Roman Horváth, 2012. "Does Trust Promote Growth?," Working Papers IES 2012/09, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2012.
  23. repec:bof:bofrdp:urn:nbn:fi:bof-201508211364 is not listed on IDEAS
  24. Kang, Shuaimin & Wang, Min & Lu, Tao, 2015. "On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model," Statistics & Probability Letters, Elsevier, vol. 103(C), pages 17-23.
  25. Sonia Petrone & Stefano Rizzelli & Judith Rousseau & Catia Scricciolo, 2014. "Empirical Bayes methods in classical and Bayesian inference," METRON, Springer;Sapienza Università di Roma, vol. 72(2), pages 201-215, August.
  26. repec:onb:oenbwp:y::i:160:b:1 is not listed on IDEAS
  27. Baxa, Jaromír & Plašil, Miroslav & Vašíček, Bořek, 2015. "Changes in inflation dynamics under inflation targeting? Evidence from Central European countries," Economic Modelling, Elsevier, vol. 44(C), pages 116-130.
  28. Wang, Lianming & Lin, Xiaoyan, 2011. "A Bayesian approach for analyzing case 2 interval-censored data under the semiparametric proportional odds model," Statistics & Probability Letters, Elsevier, vol. 81(7), pages 876-883, July.
  29. Robert Kohn & Rachida Ouysse, 2007. "Bayesian Variable Selection of Risk Factors in the APT Model," Discussion Papers 2007-32, School of Economics, The University of New South Wales.
  30. Vallejos, Catalina & Steel, Mark F. J., 2014. "Bayesian Survival Modelling of University Outcomes," MPRA Paper 57185, University Library of Munich, Germany.
  31. Baragatti, M. & Pommeret, D., 2012. "A study of variable selection using g-prior distribution with ridge parameter," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1920-1934.
  32. Hasan,Iftekhar & Horvath,Roman & Mares,Jan, 2016. "What type of finance matters for growth ? Bayesian model averaging evidence," Policy Research Working Paper Series 7645, The World Bank.
  33. Rockey, James & Temple, Jonathan, 2016. "Growth econometrics for agnostics and true believers," European Economic Review, Elsevier, vol. 81(C), pages 86-102.
  34. Ons Jedidi & Jean Sébastien Pentecote, 2015. "Robust Signals for Banking Crises," Economics Bulletin, AccessEcon, vol. 35(3), pages 1617-1629.
  35. 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.
  36. Ng, Adam & Ibrahim, Mansor H. & Mirakhor, Abbas, 2016. "Does trust contribute to stock market development?," Economic Modelling, Elsevier, vol. 52(PA), pages 239-250.
  37. Stefano Monni, 2014. "Bayesian variable selection for correlated covariates via colored cliques," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(2), pages 143-163, April.
  38. Leamer, Edward E., 2016. "S-values and Bayesian weighted all-subsets regressions," European Economic Review, Elsevier, vol. 81(C), pages 15-31.
  39. Emanuela Ciapanna & Marco Taboga, 2011. "Bayesian analysis of coefficient instability in dynamic regressions," Temi di discussione (Economic working papers) 836, Bank of Italy, Economic Research and International Relations Area.
  40. Minerva Mukhopadhyay & Tapas Samanta & Arijit Chakrabarti, 2015. "On consistency and optimality of Bayesian variable selection based on $$g$$ g -prior in normal linear regression models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(5), pages 963-997, October.
  41. Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2010. "Market freedom and the global recession," CEPR Discussion Papers 7884, C.E.P.R. Discussion Papers.
  42. Paul Hofmarcher & Jesús Crespo Cuaresma & Bettina Grün & Kurt Hornik, 2015. "Last Night a Shrinkage Saved My Life: Economic Growth, Model Uncertainty and Correlated Regressors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(2), pages 133-144, 03.
  43. Aart Kraay & Norikazu Tawara, 2013. "Can specific policy indicators identify reform priorities?," Journal of Economic Growth, Springer, vol. 18(3), pages 253-283, September.
  44. Christian P. Robert, 2013. "On the jeffreys-Lindley's Paradox," Working Papers 2013-46, Centre de Recherche en Economie et Statistique.
  45. Ley, Eduardo & Steel, Mark F. J., 2007. "On the effect of prior assumptions in Bayesian model averaging with applications to growth regression," Policy Research Working Paper Series 4238, The World Bank.
  46. César Eduardo Tamayo T. & Andrés Mauricio Vargas P., 2007. "Flujos de capital y frenazos súbitos: teoría, historia y una nueva estimación," COYUNTURA ECONÓMICA, FEDESARROLLO, December.
  47. Shahram Amini & Christopher F. Parmeter, 2011. "Bayesian Model Averaging in R," Working Papers 2011-9, University of Miami, Department of Economics.
  48. Enrique Cuervo Guzmán, 2008. "Bayesian analysis of the unit root in real exchange rates: the NAFTA case," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 93-144, enero-mar.
  49. David Coyne & Chih Ming Tan, 2012. "Do Political Institutions Yield Multiple Growth Regimes?," Working Paper Series 36_12, The Rimini Centre for Economic Analysis.
  50. Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2014. "Robust linear static panel data models using epsilon-contamination," MPRA Paper 59896, University Library of Munich, Germany.
  51. Thomas Laurent & Fabrice Murtin & Geoff Barnard & Dean Janse van Rensburg & Vijay Reddy & George Frempong & Lolita Winnaar, 2013. "Policy Determinants of School Outcomes Under Model Uncertainty: Evidence from South Africa," OECD Economics Department Working Papers 1057, OECD Publishing.
  52. Latouche, Pierre & Mattei, Pierre-Alexandre & Bouveyron, Charles & Chiquet, Julien, 2016. "Combining a relaxed EM algorithm with Occam’s razor for Bayesian variable selection in high-dimensional regression," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 177-190.
  53. Malefaki, Valia, 2015. "On Flexible Linear Factor Stochastic Volatility Models," MPRA Paper 62216, University Library of Munich, Germany.
  54. Crespo Cuaresma, Jesus & Grün, Bettina & Hofmarcher, Paul & Humer, Stefan & Moser, Mathias, 2016. "Unveiling covariate inclusion structures in economic growth regressions using latent class analysis," European Economic Review, Elsevier, vol. 81(C), pages 189-202.
  55. Moreno, E. & Girón, F.J. & Martínez, M.L. & Vázquez-Polo, F.J. & Negrín, M.A., 2013. "Optimal treatments in cost-effectiveness analysis in the presence of covariates: Improving patient subgroup definition," European Journal of Operational Research, Elsevier, vol. 226(1), pages 173-182.
  56. Min Wang & Xiaoqian Sun & Tao Lu, 2015. "Bayesian structured variable selection in linear regression models," Computational Statistics, Springer, vol. 30(1), pages 205-229, March.
  57. Eriṣ, Mehmet N. & Ulaṣan, Bülent, 2013. "Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions," Economic Modelling, Elsevier, vol. 33(C), pages 867-883.
  58. Duncan Fong & Wayne DeSarbo, 2007. "A Bayesian methodology for simultaneously detecting and estimating regime change points and variable selection in multiple regression models for marketing research," Quantitative Marketing and Economics, Springer, vol. 5(4), pages 427-453, December.
  59. Shahram Amini & Christopher F. Parmeter, 2011. "A Review of the `BMS' Package for R," Working Papers 2011-8, University of Miami, Department of Economics.
  60. repec:hhs:bofrdp:2015_017 is not listed on IDEAS
  61. Yu Yue & Paul Speckman & Dongchu Sun, 2012. "Priors for Bayesian adaptive spline smoothing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 577-613, June.
  62. Jesus Crespo Cuaresma & Bettina Grün & Paul Hofmarcher & Stefan Humer & Mathias Moser, 2015. "A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications," Department of Economics Working Papers wuwp193, Vienna University of Economics and Business, Department of Economics.
  63. Njindan Iyke, Bernard, 2015. "Macro Determinants of the Real Exchange Rate in a Small Open Small Island Economy: Evidence from Mauritius via BMA," MPRA Paper 68968, University Library of Munich, Germany.
  64. repec:dau:papers:123456789/13438 is not listed on IDEAS
  65. João Sousa & Ricardo M. Sousa, 2011. "Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S," Working Papers w201119, Banco de Portugal, Economics and Research Department.
  66. Spiliopoulos, Leonidas, 2010. "The determinants of macroeconomic volatility: A Bayesian model averaging approach," MPRA Paper 26832, University Library of Munich, Germany.
  67. Branimir Jovanovic, 2012. "How Policy Actions Affect Short-term Post-crisis Recovery?," CEIS Research Paper 253, Tor Vergata University, CEIS, revised 05 Oct 2012.
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