Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model /
This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as well as endogenous variables appear as regressors. We propose a Limited Information Bayesian Model Averaging (LIBMA) methodology and then test it using simulated data. Simulation res...
| Autor principal: | |
|---|---|
| Outros Autores: | , |
| Formato: | Periódico |
| Idioma: | English |
| Publicado em: |
Washington, D.C. :
International Monetary Fund,
2011.
|
| Colecção: | IMF Working Papers; Working Paper ;
No. 2011/230 |
| Assuntos: | |
| Acesso em linha: | Full text available on IMF |