Model Averaging in Economics: An Overview

Keywords

Economics, Model selection, Econometrics, Mathematical economics, Economic model

References

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• Bayes Factors for Linear and Log‐Linear Models with Vague Prior InformationDavid J. Spiegelhalter, A. F. M. Smith — 1982
• On the Uses and 'Abuses' of Empirical Evidence in the Death Penalty DebatePaul R. Zimmerman — 2006
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• Dynamic Panels with Predetermined Regressors: Likelihood-Based Estimation and Bayesian Averaging With an Application to Cross-Country GrowthEnrique Moral‐Benito — 2011
• Assessment and Propagation of Model UncertaintyDavid Draper — 2011
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• Bayesian modelling of catch in a north‐west Atlantic fisheryCarmen Fernández, Eduardo Ley, Mark F. J. Steel — 2002
• Bayesian Model Averaging and Model Search StrategiesJosé M. Bernardo, James O. Berger, A. P. Dawid — 2007
• Constructing Optimal Instruments by First-Stage Prediction AveragingGuido M. Kuersteiner, Ryo Okui — 2010
• Growth Regressions, Principal Components and Frequentist Model AveragingMartin Wagner, Jaroslava Hlouskova — 2009
• The Drivers of International Migration to the UK: A Panel‐Based Bayesian Model Averaging ApproachJames Mitchell, Nigel Pain, Rebecca Riley — 2011
• Stock Return Predictability and Model UncertaintyDoron Avramov — 2002
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• Bayesian Model Averaging and Endogeneity Under Model Uncertainty: An Application to Development DeterminantsTheo S. Eicher — 2009
• Bayesian model averaging: a tutorial (with comments by M. Clyde, David Draper and E. I. George, and a rejoinder by the authorsJennifer A. Hoeting, David Madigan, Adrian E. Raftery — 1999
• The Deterrent Effect of Capital Punishment: A Question of Life and DeathIsaac Ehrlich — 1973
• A Predictive Approach to Model SelectionSeymour Geisser, William F. Eddy — 1979
• Combining density forecastsStephen G. Hall, James Mitchell — 2007

Cited by

• Habit Formation in Consumption: A Meta-AnalysisTomáš Havránek, Marek Rusnák, Anna Sokolova — 2017
• A Review of the ‘BMS’ Package for R with Focus on JointnessShahram Amini, Christopher F. Parmeter — 2020
• WANT EXPORT DIVERSIFICATION? EDUCATE THE KIDS FIRSTMichael Jetter, Andrés Ramírez Hassan — 2015
• A general procedure to combine estimatorsFrédéric Lavancier, Paul Rochet — 2014
• Weighted‐Average Least Squares (WALS): A SurveyJan R. Magnus, Giuseppe De Luca — 2016
• Does trust contribute to stock market developmentAdam Ng, Mansor H. Ibrahim, Abbas Mirakhor — 2016
• Distribution Theory of the Least Squares Averaging EstimatorChu-An Liu — 2013
• Determinants of virtual water flows in the Mediterranean.Andrea Fracasso, Martina Sartori, Stefano Schiavo — 2016
• Jackknife model averaging for quantile regressionsXun Lu, Liangjun Su — 2015
• Looking for a Needle in a Haystack: Revisiting the Cross-country Causes of the 2008–9 Crisis by Bayesian Model AveragingTai‐kuang Ho — 2015
• Historical view and future demand for knee arthroplasty in SwedenSzilárd Nemes, Ola Rolfson, Annette W‐Dahl — 2015
• The Role of Public Wages in Fiscal Consolidation ProcessesPablo Hern, Enrique Moral‐Benito — 2014
• Model Averaging by StackingClaudio Morana — 2015
• Statistical Model ChoiceAndre Davids, Gerda Claeskens — 2016
• Bayesian Averaging vs. Dynamic Factor Models for Forecasting Economic Aggregates with Tendency Survey DataPiotr Białowolski, Tomasz Kuszewski, Bartosz Witkowski — 2015
• Corporate Default Prediction Model Averaging: A Normative Linear Pooling ApproachSilvia Figini, Roberto Savona, Marika Vezzoli — 2016
• The Impact of Foreign Firms on Industrial Productivity: A Bayesian-model averaging approachKiyoyasu Tanaka — 2015
• The influence of socioeconomic factors on cognitive and non-cognitive educational outcomesJosé Manuel Cordero Ferrera, Manuel Muñiz Pérez, Rosa Simancas Rodríguez — 2015
• Prediction of Federal Funds Target Rate: a dynamic logistic Bayesian Model averaging approachHernán Alonso Alzate Arias, Magíster en Economía — 2015
• Dynamic Factor Models & Bayesian Averaging of Classical Estimates in Forecasting Macroeconomic Indicators with Application of Survey DataPiotr Białowolski, Tomasz Kuszewski, Bartosz Witkowski — 2014

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