We Just Averaged over Two Trillion Cross-Country Growth Regressions /
We investigate the issue of model uncertainty in cross-country growth regressions using Bayesian model averaging (BMA). We find that the posterior probability is distributed among many models, suggesting the superiority of BMA over any single model. Out-of-sample predictive results support that clai...
| मुख्य लेखक: | |
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| अन्य लेखक: | |
| स्वरूप: | पत्रिका |
| भाषा: | English |
| प्रकाशित: |
Washington, D.C. :
International Monetary Fund,
1999.
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| श्रृंखला: | IMF Working Papers; Working Paper ;
No. 1999/101 |
| ऑनलाइन पहुंच: | Full text available on IMF |