Pooter, M.D. de; Ravazzolo, F.; Segers, R.; Dijk, H.K. van - Erasmus University Rotterdam, Econometric Institute - 2008
canonical models for the purpose of posterior inference. A Bayesian model averaging procedure is presented in order to deal with … inference. A Bayesian model averaging procedure is presented in order to
deal with models with substantial probability both near …
models, state space models, error correction models, random effects panel data models,
Bayesian model averaging
JEL …