On the effect of prior assumptions in Bayesian model averaging with applications to growth regression
نویسندگان
چکیده
منابع مشابه
On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression
We consider the problem of variable selection in linear regression models. Bayesian model averaging has become an important tool in empirical settings with large numbers of potential regressors and relatively limited numbers of observations. We examine the effect of a variety of prior assumptions on the inference concerning model size, posterior inclusion probabilities of regressors and on pred...
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ژورنال
عنوان ژورنال: Journal of Applied Econometrics
سال: 2009
ISSN: 0883-7252
DOI: 10.1002/jae.1057