Limited information Bayesian Model Averaging for dynamic panels with short time periods / prepared by Huigang Chen, Alin Mirestean, and Charalambos Tsangarides.
Bayesian Model Averaging (BMA) provides a coherent mechanism to address the problem of model uncertainty. In this paper we extend the BMA framework to panel data models where the lagged dependent variable as well as endogenous variables appear as regressors. We propose a Limited Information Bayesian...
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Full Text (via ProQuest) |
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| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
[Washington, DC] :
International Monetary Fund,
©2009.
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| Series: | IMF working paper ;
WP/09/74. |
| Subjects: |
Internet
Full Text (via ProQuest)Online
| Call Number: |
HG3810
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| HG3810 | Available |