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Bayesian Model Averaging: A Systematic Review and Conceptual Classification

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Cited by:

  1. Drachal, Krzysztof, 2021. "Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures," Energy Economics, Elsevier, vol. 99(C).
  2. Jonathan Berrisch & Florian Ziel, 2021. "CRPS Learning," Papers 2102.00968, arXiv.org, revised Nov 2021.
  3. Grover, Arti & Lall, Somik & Timmis, Jonathan, 2023. "Agglomeration economies in developing countries: A meta-analysis," Regional Science and Urban Economics, Elsevier, vol. 101(C).
  4. Zhou, W. & O’Neill, E. & Moncaster, A. & Reiner, D. & Guthrie, P., 2019. "Applying Bayesian Model Averaging to Characterise Urban Residential Stock Turnover Dynamics," Cambridge Working Papers in Economics 1986, Faculty of Economics, University of Cambridge.
  5. Yin‐Wong Cheung & Shi He, 2022. "RMB misalignment: What does a meta‐analysis tell us?," Review of International Economics, Wiley Blackwell, vol. 30(4), pages 1038-1086, September.
  6. Enrique Labrada & Luis Huesca, "undated". "Data management in household income and expenditure surveys: Working with extended families using Stata," Mexican Stata Conference 2023 19, Stata Users Group.
  7. Karmelavičius, Jaunius & Mikaliūnaitė-Jouvanceau, Ieva & Petrokaitė, Austėja Petrokaitė, 2022. "Housing and credit misalignments in a two-market disequilibrium framework," ESRB Working Paper Series 135, European Systemic Risk Board.
  8. Jessup, Sébastien & Mailhot, Mélina & Pigeon, Mathieu, 2025. "Uncertainty in heteroscedastic Bayesian model averaging," Insurance: Mathematics and Economics, Elsevier, vol. 121(C), pages 63-78.
  9. Jack Baker & David Swanson & Jeff Tayman, 2023. "Boosted Regression Trees for Small-Area Population Forecasting," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 42(4), pages 1-24, August.
  10. Huihang Liu & Xinyu Zhang, 2023. "Frequentist model averaging for undirected Gaussian graphical models," Biometrics, The International Biometric Society, vol. 79(3), pages 2050-2062, September.
  11. Roland Brown & Yingling Fan & Kirti Das & Julian Wolfson, 2021. "Iterated multisource exchangeability models for individualized inference with an application to mobile sensor data," Biometrics, The International Biometric Society, vol. 77(2), pages 401-412, June.
  12. Liao, Jun & Zou, Guohua, 2020. "Corrected Mallows criterion for model averaging," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
  13. Tihana Škrinjarić, 2023. "Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(3), pages 582-614, September.
  14. 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.
  15. 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.
  16. Francisco Alonso & Sergio A. Useche & Eliseo Valle & Cristina Esteban & Javier Gene-Morales, 2021. "Could Road Safety Education (RSE) Help Parents Protect Children? Examining Their Driving Crashes with Children on Board," IJERPH, MDPI, vol. 18(7), pages 1-13, March.
  17. Radaideh, Majdi I. & Borowiec, Katarzyna & Kozlowski, Tomasz, 2019. "Integrated framework for model assessment and advanced uncertainty quantification of nuclear computer codes under Bayesian statistics," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 357-377.
  18. Mathyn Vervaart & Eline Aas & Karl P. Claxton & Mark Strong & Nicky J. Welton & Torbjørn Wisløff & Anna Heath, 2023. "General-Purpose Methods for Simulating Survival Data for Expected Value of Sample Information Calculations," Medical Decision Making, , vol. 43(5), pages 595-609, July.
  19. Patrícia Martinková & František Bartoš & Marek Brabec, 2023. "Assessing Inter-rater Reliability With Heterogeneous Variance Components Models: Flexible Approach Accounting for Contextual Variables," Journal of Educational and Behavioral Statistics, , vol. 48(3), pages 349-383, June.
  20. He, Ni & Yongqiao, Wang & Tao, Jiang & Zhaoyu, Chen, 2022. "Self-Adaptive bagging approach to credit rating," Technological Forecasting and Social Change, Elsevier, vol. 175(C).
  21. Marzieh Khajehali & Hamid R. Safavi & Mohammad Reza Nikoo & Mahmood Fooladi, 2024. "A fusion-based framework for daily flood forecasting in multiple-step-ahead and near-future under climate change scenarios: a case study of the Kan River, Iran," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 120(9), pages 8483-8504, July.
  22. Paritosh Navinchandra Jha & Marco Cucculelli, 2021. "A New Model Averaging Approach in Predicting Credit Risk Default," Risks, MDPI, vol. 9(6), pages 1-15, June.
  23. Cheng, Xian & Wu, Peng & Liao, Stephen Shaoyi & Wang, Xuelian, 2023. "An integrated model for crude oil forecasting: Causality assessment and technical efficiency," Energy Economics, Elsevier, vol. 117(C).
  24. 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.
  25. Saman Hatamerad & Hossain Asgharpur & Bahram Adrangi & Jafar Haghighat, 2024. "Stock price index analysis of four OPEC members: a Bayesian approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-29, December.
  26. Harold Kincaid, 2025. "Statistical variable selection and causality in the social and behavioral sciences," Quality & Quantity: International Journal of Methodology, Springer, vol. 59(2), pages 1383-1404, April.
  27. Tong Zeng, 2024. "Frequentist model averaging in the generalized multinomial logit model," Computational Statistics, Springer, vol. 39(2), pages 605-627, April.
  28. Christoph F. Kurz & Martin Rehm & Rolf Holle & Christina Teuner & Michael Laxy & Larissa Schwarzkopf, 2019. "The effect of bariatric surgery on health care costs: A synthetic control approach using Bayesian structural time series," Health Economics, John Wiley & Sons, Ltd., vol. 28(11), pages 1293-1307, November.
  29. Matteo Spada & Peter Burgherr, 2020. "Comparative Risk Assessment for Fossil Energy Chains Using Bayesian Model Averaging," Energies, MDPI, vol. 13(2), pages 1-21, January.
  30. Ngandu Balekelayi & Solomon Tesfamariam, 2020. "Geoadditive Quantile Regression Model for Sewer Pipes Deterioration Using Boosting Optimization Algorithm," Sustainability, MDPI, vol. 12(20), pages 1-24, October.
  31. Thomas Mitterling & Katharina Fenz & Arturo Martinez Jr & Joseph Bulan & Mildred Addawe & Ron Lester Durante & Marymell Martillan, 2021. "Compiling Granular Population Data Using Geospatial Information," ADB Economics Working Paper Series 643, Asian Development Bank.
  32. Rolando Gonzales Martinez, 2018. "The Wage Curve, Once More with Feeling: Bayesian Model Averaging of Heckit Models," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 3(2), pages 79-92, December.
  33. Zhou, Wei & O'Neill, Eoghan & Moncaster, Alice & Reiner, David M. & Guthrie, Peter, 2020. "Forecasting urban residential stock turnover dynamics using system dynamics and Bayesian model averaging," Applied Energy, Elsevier, vol. 275(C).
  34. Mihai MUTASCU & Nicolae-Bogdan IANC & Albert LESSOUA, 2021. "Public debt and inequality in Sub-Saharan Africa: the case of EMCCA and WAEMU countries," LEO Working Papers / DR LEO 2911, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  35. Abdul Salam & Marco Grzegorczyk, 2023. "Model averaging for sparse seemingly unrelated regression using Bayesian networks among the errors," Computational Statistics, Springer, vol. 38(2), pages 779-808, June.
  36. Berrisch, Jonathan & Ziel, Florian, 2023. "CRPS learning," Journal of Econometrics, Elsevier, vol. 237(2).
  37. Yin-Wong Cheung & Wenhao Wang, 2020. "A Jackknife Model Averaging Analysis of RMB Misalignment Estimates," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 1-45, June.
  38. Pérez, Fernando, 2018. "Nowcasting Peruvian GDP using Leading Indicators and Bayesian Variable Selection," Working Papers 2018-010, Banco Central de Reserva del Perú.
  39. Chen, Jie & Yu, Yang & Liu, Yongming, 2022. "Physics-guided mixture density networks for uncertainty quantification," Reliability Engineering and System Safety, Elsevier, vol. 228(C).
  40. Hyemin Han, 2024. "Bayesian Model Averaging and Regularized Regression as Methods for Data-Driven Model Exploration, with Practical Considerations," Stats, MDPI, vol. 7(3), pages 1-13, July.
  41. Marwah Soliman & Vyacheslav Lyubchich & Yulia R. Gel, 2020. "Ensemble forecasting of the Zika space‐time spread with topological data analysis," Environmetrics, John Wiley & Sons, Ltd., vol. 31(7), November.
  42. Díaz, Juan D. & Hansen, Erwin & Cabrera, Gabriel, 2021. "Economic drivers of commodity volatility: The case of copper," Resources Policy, Elsevier, vol. 73(C).
  43. Owen Forbes & Edgar Santos-Fernandez & Paul Pao-Yen Wu & Hong-Bo Xie & Paul E Schwenn & Jim Lagopoulos & Lia Mills & Dashiell D Sacks & Daniel F Hermens & Kerrie Mengersen, 2023. "clusterBMA: Bayesian model averaging for clustering," PLOS ONE, Public Library of Science, vol. 18(8), pages 1-23, August.
  44. Marcin Błażejowski & Jacek Kwiatkowski & Paweł Kufel, 2020. "BACE and BMA Variable Selection and Forecasting for UK Money Demand and Inflation with Gretl," Econometrics, MDPI, vol. 8(2), pages 1-29, May.
  45. Emanuel Kopp, 2018. "Determinants of U.S. Business Investment," IMF Working Papers 2018/139, International Monetary Fund.
  46. Beck, Krzysztof & Wyszyński, Mateusz & Dubel, Marcin, 2025. "Bayesian dynamic systems modelling. Bayesian model averaging for dynamic panels with weakly exogenous regressors," MPRA Paper 124689, University Library of Munich, Germany.
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