The Resource A Bayesian approach to model uncertainty, prepared by Charalambos G. Tsangarides

A Bayesian approach to model uncertainty, prepared by Charalambos G. Tsangarides

Label
A Bayesian approach to model uncertainty
Title
A Bayesian approach to model uncertainty
Statement of responsibility
prepared by Charalambos G. Tsangarides
Creator
Contributor
Author
Issuing body
Subject
Language
eng
Summary
This paper develops the theoretical background for the Limited Information Bayesian Model Averaging (LIBMA). The proposed approach accounts for model uncertainty by averaging over all possible combinations of predictors when making inferences about the variables of interest, and it simultaneously addresses the biases associated with endogenous and omitted variables by incorporating a panel data systems Generalized Method of Moments estimator. Practical applications of the developed methodology are discussed, including testing for the robustness of explanatory variables in the analyses of the determinants of economic growth and poverty
Member of
Action
digitized
Cataloging source
OCLCE
Dewey number
519.542
Index
no index present
LC call number
HG381.5.I58
LC item number
W67 no.04/68
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
IMF working paper
Series volume
WP/04/68
Label
A Bayesian approach to model uncertainty, prepared by Charalambos G. Tsangarides
Publication
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (pages 20-21)
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
black and white
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
ocn647384098
Dimensions
unknown
Extent
1 online resource (21 pages)
File format
one file format
Form of item
online
Isbn
9781281601582
Media category
computer
Media MARC source
rdamedia
Media type code
c
http://library.link/vocab/recordID
.b37166049
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
  • (OCoLC)647384098
  • imf1281601586
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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