Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging

Summary In this paper we consider frequentist model averaging for principal components augmented regressions illustrated with the Fernandez et al. (2001) data set on economic growth determinants. We compare and contrast our method and findings with the WALS approach of Magnus et al. (2010).

MoreLess

Year of publication:	2015
Authors:	Wagner, Martin ; Hlouskova, Jaroslava
Published in:	Jahrbücher für Nationalökonomie und Statistik. - Lucius & Lucius, ISSN 2366-049X, ZDB-ID 2416178-0. - Vol. 235.2015, 6, p. 642-662
Publisher:	Lucius & Lucius
Subject:	Frequentist model averaging \| growth regressions \| principal components

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Type of publication (narrower categories):	research-article
Language:	German
Other identifiers:	10.1515/jbnst-2015-0608 [DOI]
Source:	Other ZBW resources

Persistent link: https://www.econbiz.de/10014609551