A Bayesian Approach to Model Uncertainty /
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 ad...
| मुख्य लेखक: | |
|---|---|
| स्वरूप: | पत्रिका |
| भाषा: | English |
| प्रकाशित: |
Washington, D.C. :
International Monetary Fund,
2004.
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| श्रृंखला: | IMF Working Papers; Working Paper ;
No. 2004/068 |
| विषय: | |
| ऑनलाइन पहुंच: | Full text available on IMF |