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~institution:"International Monetary Fund (IMF)"
~person:"Chen, Huigang"
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Chen, Huigang
Avesani, Renzo G.
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Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model
Chen, Huigang
;
Mirestean, Alin
;
Tsangarides, Charalambos G.
-
International Monetary Fund (IMF)
-
2011
) methodology and then test it using simulated data.
Simulation
results suggest that asymptotically our methodology performs well …
Persistent link: https://www.econbiz.de/10009327870
Saved in:
2
Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods
Mirestean, Alin
;
Tsangarides, Charalambos G.
;
Chen, Huigang
-
International Monetary Fund (IMF)
-
2009
simulated data.
Simulation
results suggest that asymptotically our methodology performs well both in Bayesian model selection …
Persistent link: https://www.econbiz.de/10004999975
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