Of needles and haystacks: revisiting growth determinants by robust Bayesian variable selection
| Year of publication: |
June 2018
|
|---|---|
| Authors: | Lee, Kuo-Jung ; Chen, Yi-Chi |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 54.2018, 4, p. 1517-1547
|
| Subject: | Determinants of economic growth | Robust variable selection | Heteroscedasticity | Outliers | Bayesian methods | Correlated covariates | Wirtschaftswachstum | Economic growth | Bayes-Statistik | Bayesian inference | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Schätzung | Estimation | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis |
-
Are intraday returns autocorrelated?
Li, Yufei, (2025)
-
Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial Data
Shin, Minseok, (2021)
-
Adaptive robust large volatility matrix estimation based on high-frequency financial data
Shin, Minseok, (2023)
- More ...
-
Chen, Ray-Bing, (2017)
-
The real options component and market value of Taiwan technological companies
Lee, Kuo-Jung, (2017)
-
Lee, Kuo-Jung, (2019)
- More ...