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Mixtures of g Priors for Bayesian Variable Selection

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Cited by:

  1. Björn R H Blomqvist & Richard P Mann & David J T Sumpter, 2018. "Using Bayesian dynamical systems, model averaging and neural networks to determine interactions between socio-economic indicators," PLOS ONE, Public Library of Science, vol. 13(5), pages 1-23, May.
  2. Spiliopoulos, Leonidas, 2010. "The determinants of macroeconomic volatility: A Bayesian model averaging approach," MPRA Paper 26832, University Library of Munich, Germany.
  3. Rockey, James & Temple, Jonathan, 2016. "Growth econometrics for agnostics and true believers," European Economic Review, Elsevier, vol. 81(C), pages 86-102.
  4. Camarero, Mariam & Forte, Anabel & Garcia-Donato, Gonzalo & Mendoza, Yurena & Ordoñez, Javier, 2015. "Variable selection in the analysis of energy consumption–growth nexus," Energy Economics, Elsevier, vol. 52(PA), pages 207-216.
  5. Ley, Eduardo & Steel, Mark F.J., 2012. "Mixtures of g-priors for Bayesian model averaging with economic applications," Journal of Econometrics, Elsevier, vol. 171(2), pages 251-266.
  6. Minerva Mukhopadhyay & Tapas Samanta, 2017. "A mixture of g-priors for variable selection when the number of regressors grows with the sample size," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(2), pages 377-404, June.
  7. Iftekhar Hasan & Roman Horvath & Jan Mares, 2018. "What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence," The World Bank Economic Review, World Bank, vol. 32(2), pages 383-409.
  8. Catherine Laffineur & Saulo Dubard Barbosa & Alain Fayolle & Emeran Nziali, 2017. "Active labor market programs’ effects on entrepreneurship and unemployment," Small Business Economics, Springer, vol. 49(4), pages 889-918, December.
  9. Salimans, Tim, 2012. "Variable selection and functional form uncertainty in cross-country growth regressions," Journal of Econometrics, Elsevier, vol. 171(2), pages 267-280.
  10. Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023. "Big data forecasting of South African inflation," Empirical Economics, Springer, vol. 65(1), pages 149-188, July.
  11. Jose Olmo & Marcos Sanso‐Navarro, 2021. "Modeling the spread of COVID‐19 in New York City," Papers in Regional Science, Wiley Blackwell, vol. 100(5), pages 1209-1229, October.
  12. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2011. "Market Freedom and the Global Recession," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(1), pages 111-135, April.
  13. Havranek, Tomas & Horvath, Roman & Irsova, Zuzana & Rusnak, Marek, 2015. "Cross-country heterogeneity in intertemporal substitution," Journal of International Economics, Elsevier, vol. 96(1), pages 100-118.
  14. Suprateek Kundu & David B. Dunson, 2014. "Bayes Variable Selection in Semiparametric Linear Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(505), pages 437-447, March.
  15. Forte, Anabel & Peiró-Palomino, Jesús & Tortosa-Ausina, Emili, 2015. "Does social capital matter for European regional growth?," European Economic Review, Elsevier, vol. 77(C), pages 47-64.
  16. Emanuela Ciapanna & Marco Taboga, 2019. "Bayesian Analysis of Coefficient Instability in Dynamic Regressions," Econometrics, MDPI, vol. 7(3), pages 1-32, June.
  17. Hofmarcher, Paul & Crespo Cuaresma, Jesus & Grün, Bettina & Humer, Stefan & Moser, Mathias, 2018. "Bivariate jointness measures in Bayesian Model Averaging: Solving the conundrum," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 150-165.
  18. M. J. Bayarri & G. García‐Donato, 2008. "Generalization of Jeffreys divergence‐based priors for Bayesian hypothesis testing," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 981-1003, November.
  19. Horváth, Roman, 2013. "Does trust promote growth?," Journal of Comparative Economics, Elsevier, vol. 41(3), pages 777-788.
  20. Chen Ray-Bing & Lee Kuo-Jung & Chen Yi-Chi & Chu Chi-Hsiang, 2017. "On the determinants of the 2008 financial crisis: a Bayesian approach to the selection of groups and variables," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-17, December.
  21. Zhao, Kaifeng & Lian, Heng, 2016. "The Expectation–Maximization approach for Bayesian quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 96(C), pages 1-11.
  22. 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.
  23. Hasan, Iftekhar & Horvath, Roman & Mares, Jan, 2020. "Finance and wealth inequality," Journal of International Money and Finance, Elsevier, vol. 108(C).
  24. Chrisovalantis Malesios & Antonis Skouloudis & Prasanta Kumar Dey & Fouad Ben Abdelaziz & Apostolos Kantartzis & Konstantinos Evangelinos, 2018. "Impact of small‐ and medium‐sized enterprises sustainability practices and performance on economic growth from a managerial perspective: Modeling considerations and empirical analysis results," Business Strategy and the Environment, Wiley Blackwell, vol. 27(7), pages 960-972, November.
  25. 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.
  26. 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.
  27. Enrico Petretto & Leonardo Bottolo & Sarah R Langley & Matthias Heinig & Chris McDermott-Roe & Rizwan Sarwar & Michal Pravenec & Norbert Hübner & Timothy J Aitman & Stuart A Cook & Sylvia Richardson, 2010. "New Insights into the Genetic Control of Gene Expression using a Bayesian Multi-tissue Approach," PLOS Computational Biology, Public Library of Science, vol. 6(4), pages 1-13, April.
  28. Rios, Vicente, 2019. "New Evidence on the Size and Drivers of the Shadow Economy in Spain: A Model Averaging Approach," MPRA Paper 97504, University Library of Munich, Germany.
  29. 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.
  30. Gelman Andrew & Robert Christian P. & Rousseau Judith, 2013. "Inherent difficulties of non-Bayesian likelihood-based inference, as revealed by an examination of a recent book by Aitkin," Statistics & Risk Modeling, De Gruyter, vol. 30(2), pages 105-120, June.
  31. Robert Richardson, 2022. "Spatial Generalized Linear Models with Non-Gaussian Translation Processes," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(1), pages 4-21, March.
  32. Branimir Jovanovic, 2017. "Growth forecast errors and government investment and consumption multipliers," International Review of Applied Economics, Taylor & Francis Journals, vol. 31(1), pages 83-107, January.
  33. Lučivjanská, Katarína & Lyócsa, Štefan & Radvanský, Marek & Širaňová, Mária, 2022. "Return adjusted charge ratios: What drives fees and costs of pension schemes?," Finance Research Letters, Elsevier, vol. 48(C).
  34. Andrew J. Womack & Luis León-Novelo & George Casella, 2014. "Inference From Intrinsic Bayes' Procedures Under Model Selection and Uncertainty," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 1040-1053, September.
  35. João M. Sousa & Ricardo M. Sousa, 2019. "Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 139-176, June.
  36. Yen-Shiu Chin & Ting-Li Chen, 2016. "Minimizing variable selection criteria by Markov chain Monte Carlo," Computational Statistics, Springer, vol. 31(4), pages 1263-1286, December.
  37. Mohammadreza Mohebbi & Rory Wolfe & Andrew Forbes, 2014. "Disease Mapping and Regression with Count Data in the Presence of Overdispersion and Spatial Autocorrelation: A Bayesian Model Averaging Approach," IJERPH, MDPI, vol. 11(1), pages 1-20, January.
  38. 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.
  39. repec:cup:judgdm:v:13:y:2018:i:4:p:356-371 is not listed on IDEAS
  40. Eduardo Ley & Mark F.J. Steel, 2009. "On the effect of prior assumptions in Bayesian model averaging with applications to growth regression This article was published online on 30 March 2009. An error was subsequently identified. This not," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 651-674.
  41. Posch, Konstantin & Arbeiter, Maximilian & Pilz, Juergen, 2020. "A novel Bayesian approach for variable selection in linear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
  42. Christian P. Robert, 2013. "On the jeffreys-Lindley's Paradox," Working Papers 2013-46, Center for Research in Economics and Statistics.
  43. Katrin Wölfel & Christoph S. Weber, 2017. "Searching for the Fed’s reaction function," Empirical Economics, Springer, vol. 52(1), pages 191-227, February.
  44. Branimir Jovanovic, 2012. "How Policy Actions Affect Short-term Post-crisis Recovery?," CEIS Research Paper 253, Tor Vergata University, CEIS, revised 05 Oct 2012.
  45. Mitra Robin & Dunson David, 2010. "Two-Level Stochastic Search Variable Selection in GLMs with Missing Predictors," The International Journal of Biostatistics, De Gruyter, vol. 6(1), pages 1-40, October.
  46. David Kaplan, 2021. "On the Quantification of Model Uncertainty: A Bayesian Perspective," Psychometrika, Springer;The Psychometric Society, vol. 86(1), pages 215-238, March.
  47. Endrész, Marianna & Skudelny, Frauke, 2016. "Crisis severity and the international trade network," Working Paper Series 1971, European Central Bank.
  48. Dimitris Fouskakis & Ioannis Ntzoufras, 2017. "Information consistency of the Jeffreys power-expected-posterior prior in Gaussian linear models," METRON, Springer;Sapienza Università di Roma, vol. 75(3), pages 371-380, December.
  49. repec:dau:papers:123456789/13438 is not listed on IDEAS
  50. Alfredo Altuzarra & Pilar Gargallo & José María Moreno-Jiménez & Manuel Salvador, 2022. "Identification of Homogeneous Groups of Actors in a Local AHP-Multiactor Context with a High Number of Decision-Makers: A Bayesian Stochastic Search," Mathematics, MDPI, vol. 10(3), pages 1-20, February.
  51. Cheng, Chin-I. & Speckman, Paul L., 2012. "Bayesian smoothing spline analysis of variance," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3945-3958.
  52. Mark F. J. Steel, 2020. "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
  53. Zeugner, Stefan & Feldkircher, Martin, 2015. "Bayesian Model Averaging Employing Fixed and Flexible Priors: The BMS Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i04).
  54. repec:zbw:bofrdp:urn:nbn:fi:bof-201508211364 is not listed on IDEAS
  55. 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.
  56. Valen E. Johnson & David Rossell, 2010. "On the use of non‐local prior densities in Bayesian hypothesis tests," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(2), pages 143-170, March.
  57. Elías Moreno & Carmen Martínez & Francisco–José Vázquez–Polo, 2021. "Objective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomial," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(1), pages 255-273, March.
  58. Li, Cheng & Jiang, Wenxin, 2016. "On oracle property and asymptotic validity of Bayesian generalized method of moments," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 132-147.
  59. Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
  60. 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.
  61. Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2021. "Economic Predictions With Big Data: The Illusion of Sparsity," Econometrica, Econometric Society, vol. 89(5), pages 2409-2437, September.
  62. Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2018. "Robust linear static panel data models using ε-contamination," Journal of Econometrics, Elsevier, vol. 202(1), pages 108-123.
  63. Kourtellos, Andros & Stylianou, Ioanna & Tan, Chih Ming, 2013. "Failure to launch? The role of land inequality in transition delays," European Economic Review, Elsevier, vol. 62(C), pages 98-113.
  64. repec:zbw:bofrdp:2015_017 is not listed on IDEAS
  65. Fantazzini, Dean & Shakleina, Marina & Yuras, Natalia, 2018. "Big Data for computing social well-being indices of the Russian population," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 50, pages 43-66.
  66. Crespo Cuaresma, Jesus & Grün, Bettina & Hofmarcher, Paul & Humer, Stefan & Moser, Mathias, 2015. "A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications," Department of Economics Working Paper Series 193, WU Vienna University of Economics and Business.
  67. Hans, Christopher M. & Peruggia, Mario & Wang, Junyan, 2023. "Empirical Bayes Model Averaging with Influential Observations: Tuning Zellner’s g Prior for Predictive Robustness," Econometrics and Statistics, Elsevier, vol. 27(C), pages 102-119.
  68. Zhou, Haiming & Huang, Xianzheng, 2022. "Bayesian beta regression for bounded responses with unknown supports," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
  69. Roman Horvath & Eva Horvatova & Maria Siranova, 2017. "Financial Development, Rule of Law and Wealth Inequality: Bayesian Model Averaging Evidence," Working Papers 368, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
  70. 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.
  71. Anastasia Dimiski, 2020. "Factors that affect Students’ performance in Science: An application using Gini-BMA methodology in PISA 2015 dataset," Working Papers 2004, University of Guelph, Department of Economics and Finance.
  72. 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.
  73. Crespo Cuaresma, Jesus & von Schweinitz, Gregor & Wendt, Katharina, 2019. "On the empirics of reserve requirements and economic growth," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 253-274.
  74. 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.
  75. 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.
  76. Bruns, Stephan B. & Ioannidis, John P.A., 2020. "Determinants of economic growth: Different time different answer?," Journal of Macroeconomics, Elsevier, vol. 63(C).
  77. Kourtellos, Andros & Marr, Christa & Tan, Chih Ming, 2016. "Robust determinants of intergenerational mobility in the land of opportunity," European Economic Review, Elsevier, vol. 81(C), pages 132-147.
  78. Li, Hanning & Pati, Debdeep, 2017. "Variable selection using shrinkage priors," Computational Statistics & Data Analysis, Elsevier, vol. 107(C), pages 107-119.
  79. Ons Jedidi & Jean Sébastien Pentecote, 2015. "Robust Signals for Banking Crises," Economics Bulletin, AccessEcon, vol. 35(3), pages 1617-1629.
  80. Samuel Pawel & Leonhard Held, 2022. "The sceptical Bayes factor for the assessment of replication success," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 879-911, July.
  81. Minerva Mukhopadhyay & Sourabh Bhattacharya, 2022. "Bayes factor asymptotics for variable selection in the Gaussian process framework," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(3), pages 581-613, June.
  82. D'Andrea, Sara, 2022. "Are there any robust determinants of growth in Europe? A Bayesian Model Averaging approach," International Economics, Elsevier, vol. 171(C), pages 143-173.
  83. Leonhard Held & Rafael Sauter, 2017. "Adaptive prior weighting in generalized regression," Biometrics, The International Biometric Society, vol. 73(1), pages 242-251, March.
  84. David Puelz & Carlos M. Carvalho & P. Richard Hahn, 2015. "Optimal ETF Selection for Passive Investing," Papers 1510.03385, arXiv.org, revised Nov 2015.
  85. Anna Sokolova, 2023. "Marginal Propensity to Consume and Unemployment: a Meta-analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 813-846, December.
  86. Joris Mulder & James O. Berger & Víctor Peña & M. J. Bayarri, 2021. "On the prevalence of information inconsistency in normal linear models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(1), pages 103-132, March.
  87. Righi, Simone & , Francesca & Giardini, Francesca, 2022. "Cooperation, fairness and civic capital after an earthquake: Evidence from two Italian regions," SocArXiv n49hv, Center for Open Science.
  88. Rezzy Eko Caraka & Yusra Yusra & Toni Toharudin & Rung-Ching Chen & Mohammad Basyuni & Vilzati Juned & Prana Ugiana Gio & Bens Pardamean, 2021. "Did Noise Pollution Really Improve during COVID-19? Evidence from Taiwan," Sustainability, MDPI, vol. 13(11), pages 1-12, May.
  89. Florian Böing-Messing & Joris Mulder, 2018. "Automatic Bayes Factors for Testing Equality- and Inequality-Constrained Hypotheses on Variances," Psychometrika, Springer;The Psychometric Society, vol. 83(3), pages 586-617, September.
  90. Jesús Crespo Cuaresma & Martin Feldkircher, 2013. "Spatial Filtering, Model Uncertainty And The Speed Of Income Convergence In Europe," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 720-741, June.
  91. Leamer, Edward E., 2016. "S-values and Bayesian weighted all-subsets regressions," European Economic Review, Elsevier, vol. 81(C), pages 15-31.
  92. Gonzalo García‐Donato & Stefano Cabras & María Eugenia Castellanos, 2023. "Model uncertainty quantification in Cox regression," Biometrics, The International Biometric Society, vol. 79(3), pages 1726-1736, September.
  93. Li Ma, 2015. "Scalable Bayesian Model Averaging Through Local Information Propagation," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(510), pages 795-809, June.
  94. Valeria C. Castellanos, 2008. "Comisiones en cajeros automáticos y su relación con el tamaño de la red en México," Monetaria, CEMLA, vol. 0(1), pages 57-92, enero-mar.
  95. Guido Consonni & Roberta Paroli, 2017. "Objective Bayesian Comparison of Constrained Analysis of Variance Models," Psychometrika, Springer;The Psychometric Society, vol. 82(3), pages 589-609, September.
  96. Fouskakis, Dimitris & Ntzoufras, Ioannis & Perrakis, Konstantinos, 2020. "Variations of power-expected-posterior priors in normal regression models," Computational Statistics & Data Analysis, Elsevier, vol. 143(C).
  97. Heyard, Rachel & Held, Leonhard, 2019. "The quantile probability model," Computational Statistics & Data Analysis, Elsevier, vol. 132(C), pages 84-99.
  98. Bernard Njindan Iyke, 2018. "Macro Determinants Of The Real Exchange Rate In A Small Open Small Island Economy:Evidence From Mauritius Via Bma," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 21(1), pages 1-24, July.
  99. Gilles Celeux & Mohammed El Anbari & Jean-Michel Marin & Christian P. Robert, 2010. "Regularization in Regression : Comparing Bayesian and Frequentist Methods in a Poorly Informative Situation," Working Papers 2010-43, Center for Research in Economics and Statistics.
  100. Michail Papathomas, 2018. "On the correspondence from Bayesian log-linear modelling to logistic regression modelling with g-priors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 197-220, March.
  101. Enrique Cuervo Guzmán, 2008. "Bayesian analysis of the unit root in real exchange rates: the NAFTA case," Monetaria, CEMLA, vol. 0(1), pages 93-144, enero-mar.
  102. Kuo-Jung Lee & Yi-Chi Chen, 2018. "Of needles and haystacks: revisiting growth determinants by robust Bayesian variable selection," Empirical Economics, Springer, vol. 54(4), pages 1517-1547, June.
  103. Dimitris Korobilis, 2013. "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, March.
  104. Joyee Ghosh & Andrew E. Ghattas, 2015. "Bayesian Variable Selection Under Collinearity," The American Statistician, Taylor & Francis Journals, vol. 69(3), pages 165-173, August.
  105. Ouysse, Rachida & Kohn, Robert, 2010. "Bayesian variable selection and model averaging in the arbitrage pricing theory model," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3249-3268, December.
  106. Hannah M Darlow & Alexandra S Dylman & Ana I Gheorghiu & William J Matthews, 2013. "Do Changes in the Pace of Events Affect One-Off Judgments of Duration?," PLOS ONE, Public Library of Science, vol. 8(3), pages 1-8, March.
  107. Carlos Iglesias Pastrana & Francisco Javier Navas González & Elena Ciani & María Esperanza Camacho Vallejo & Juan Vicente Delgado Bermejo, 2022. "Bayesian Linear Regression and Natural Logarithmic Correction for Digital Image-Based Extraction of Linear and Tridimensional Zoometrics in Dromedary Camels," Mathematics, MDPI, vol. 10(19), pages 1-24, September.
  108. Lu, Quanying & Li, Yuze & Chai, Jian & Wang, Shouyang, 2020. "Crude oil price analysis and forecasting: A perspective of “new triangle”," Energy Economics, Elsevier, vol. 87(C).
  109. Jordi Maas, 2014. "Forecasting inflation using time-varying Bayesian model averaging," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(3), pages 149-182, August.
  110. 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.
  111. Fabrice Murtin & Thomas Laurent & Geoff Barnard & Dean Janse van Rensburg & Vijay Reddy & George Frempong & Lolita Winnaar, 2015. "Policy Determinants of School Outcomes under Model Uncertainty: Evidence from South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 83(3), pages 317-334, September.
  112. Korobilis, Dimitris, 2013. "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
  113. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2019. "Searching The Us Fdi Determinants In The Eu: Is There A Euro Effect?," Working Papers 1916, Department of Applied Economics II, Universidad de Valencia.
  114. Dimitris Fouskakis & Ioannis Ntzoufras, 2020. "Bayesian Model Averaging Using Power-Expected-Posterior Priors," Econometrics, MDPI, vol. 8(2), pages 1-15, May.
  115. Han, Ningren & Ram, Rajeev J., 2020. "Bayesian modeling and computation for analyte quantification in complex mixtures using Raman spectroscopy," Computational Statistics & Data Analysis, Elsevier, vol. 143(C).
  116. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2021. "Is there a euro effect in the drivers of US FDI? New evidence using Bayesian model averaging techniques," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 157(4), pages 881-926, November.
  117. 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, March.
  118. Galharret, Jean-Michel & Philippe, Anne, 2023. "Bayesian analysis for mediation and moderation using g−priors," Econometrics and Statistics, Elsevier, vol. 27(C), pages 161-172.
  119. P. Richard Hahn & Carlos M. Carvalho, 2015. "Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(509), pages 435-448, March.
  120. Gülden Poyraz & Ahmet İncekara, 2021. "On Determinants of Exchange Market Pressure in Turkey: The Role of Model Uncertainty," Journal of Economy Culture and Society, Istanbul University, Faculty of Economics, vol. 63(63), pages 199-211, June.
  121. Balima, Hippolyte W. & Sokolova, Anna, 2021. "IMF programs and economic growth: A meta-analysis," Journal of Development Economics, Elsevier, vol. 153(C).
  122. 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.
  123. Ng, Adam & Ibrahim, Mansor H. & Mirakhor, Abbas, 2016. "Does trust contribute to stock market development?," Economic Modelling, Elsevier, vol. 52(PA), pages 239-250.
  124. Shahram Amini & Christopher F. Parmeter, 2011. "Bayesian Model Averaging in R," Working Papers 2011-9, University of Miami, Department of Economics.
  125. Philipp Piribauer & Jesús Crespo Cuaresma, 2016. "Bayesian Variable Selection in Spatial Autoregressive Models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 11(4), pages 457-479, October.
  126. Min Wang & Guangying Liu, 2016. "A Simple Two-Sample Bayesian t -Test for Hypothesis Testing," The American Statistician, Taylor & Francis Journals, vol. 70(2), pages 195-201, May.
  127. Tong, Xiaojun & He, Zhuoqiong Chong & Sun, Dongchu, 2018. "Estimating Chinese Treasury yield curves with Bayesian smoothing splines," Econometrics and Statistics, Elsevier, vol. 8(C), pages 94-124.
  128. Mai Dao & Min Wang & Souparno Ghosh & Keying Ye, 2022. "Bayesian variable selection and estimation in quantile regression using a quantile-specific prior," Computational Statistics, Springer, vol. 37(3), pages 1339-1368, July.
  129. Eidenberger, Judith & Neudorfer, Benjamin & Sigmund, Michael & Stein, Ingrid, 2014. "What predicts financial (in)stability? A Bayesian approach," Discussion Papers 36/2014, Deutsche Bundesbank.
  130. Varriale, Vincenzo & De Pascalis, Vilfredo & van der Molen, Maurits W., 2021. "Post-error slowing is associated with intelligence," Intelligence, Elsevier, vol. 89(C).
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