Search Results - subject:"Bayesian Model Averaging"

Determinants of Regional Economic Growth by Quantile

regstdpo-Cuaresma, Jesus; Foster, Neil; Stehrer, Robert - In: Regional Studies 45 (2011) 6, pp. 809-826

'impact prevu sur la croissance varie souvent a travers les quantiles. Croissance regionale Bayesian model averaging Regression par … wird ein Bayesian Model Averaging (BMA) fur Quantilsregressionen verwendet, um die relevanten Kovariaten, die … jeweiligen Quantilen oftmals unterschiedlich. Regionales Wachstum Bayesian Model Averaging Quantilsregressionen regstdpo …

Persistent link: https://www.econbiz.de/10009224316

Research & development and growth: A Bayesian model averaging analysis

Horvath, Roman - In: Economic Modelling 28 (2011) 6, pp. 2669-2673

We examine the effect of research and development (R&D) on long-term economic growth using the Bayesian model averaging …

Persistent link: https://www.econbiz.de/10010573281

Classification and Categorical Inputs with Treed Gaussian Process Models

Broderick, Tamara; Gramacy, Robert - In: Journal of Classification 28 (2011) 2, pp. 244-270

Persistent link: https://www.econbiz.de/10009324806

Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence

Kim, Huyn Hak; Swanson, Norman R. - Department of Economics, Rutgers University-New Brunswick - 2011

components and other shrinkage methods, including Bayesian model averaging and various bagging, boosting, LASSO and related …

Persistent link: https://www.econbiz.de/10009372767

Bayesian subset selection for threshold autoregressive moving-average models

Chen, Cathy; Liu, Feng; Gerlach, Richard - In: Computational Statistics 26 (2011) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10008925420

Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates

Castle, Jennifer; Qin, Xiaochuan; Reed, W. Robert - Department of Economics and Finance, College of … - 2011

This review surveys a number of common Model Selection Algorithms (MSAs), discusses how they relate to each other, and identifies factors that explain their relative performances. At the heart of MSA performance is the trade-off between Type I and Type II errors. Some relevant variables will be...

Persistent link: https://www.econbiz.de/10008800740

WALS estimation and forecasting in factor-based dynamic models with an application to Armenia

Poghosyan, Karen; Magnus, Jan R. - 2011

Two model averaging approaches are used and compared in estimating and forecasting dynamic factor models, the well-known BMA and the recently developed WALS. Both methods propose to combine frequentist estimators using Bayesian weights. We apply our framework to the Armenian economy using...

Persistent link: https://www.econbiz.de/10009125558

Measuring Elusive Populations with Bayesian Model Averaging for Multiple Systems Estimation: A Case Study on Lethal Violations in Casanare, 1998-2007

Lum, Kristian; Price, Megan; Guberek, Tamy; Ball, Patrick - In: Statistics, Politics, and Policy 1 (2010) 1

these challenges.We propose a combination of Bayesian Model Averaging and Multiple Systems Estimation as an example of this …

Persistent link: https://www.econbiz.de/10014621197

Application of Bayesian model averaging in modeling long-term wind speed distributions

Li, Gong; Shi, Jing - In: Renewable Energy 35 (2010) 6, pp. 1192-1202

combines Bayesian model averaging (BMA) and Markov Chain Monte Carlo (MCMC) sampling methods. The derived BMA probability …

Persistent link: https://www.econbiz.de/10010805289

Discrimination and Mortgage Lending in Boston: The Effects of Model Uncertainty

Goenner, Cullen - In: The Journal of Real Estate Finance and Economics 40 (2010) 3, pp. 260-285

Persistent link: https://www.econbiz.de/10008552603