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- W2759653811 endingPage "719" @default.
- W2759653811 startingPage "644" @default.
- W2759653811 abstract "The method of model averaging has become an important tool to deal with model uncertainty, for example in situations where a large amount of different theories exist, as are common in economics. Model averaging is a natural and formal response to model uncertainty in a Bayesian framework, and most of the paper deals with Bayesian model averaging. The important role of the prior assumptions in these Bayesian procedures is highlighted. In addition, frequentist model averaging methods are also discussed. Numerical techniques to implement these methods are explained, and I point the reader to some freely available computational resources. The main focus is on uncertainty regarding the choice of covariates in normal linear regression models, but the paper also covers other, more challenging, settings, with particular emphasis on sampling models commonly used in economics. Applications of model averaging in economics are reviewed and discussed in a wide range of areas including growth economics, production modeling, finance and forecasting macroeconomic quantities. (JEL C11, C15, C20, C52, O47)." @default.
- W2759653811 created "2017-10-06" @default.
- W2759653811 creator A5003710494 @default.
- W2759653811 date "2020-09-01" @default.
- W2759653811 modified "2023-10-09" @default.
- W2759653811 title "Model Averaging and Its Use in Economics" @default.
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