Mixtures of g-priors for Bayesian Model Averaging with Economic Application
This paper examines the issue of variable selection in linear regression modeling, where there is a potentially large amount of possible covariates and economic theory offers insufficient guidance on how to select the appropriate subset. In this co...
Main Authors: | , |
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Language: | English |
Published: |
2012
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Subjects: | |
Online Access: | http://www-wds.worldbank.org/external/default/main?menuPK=64187510&pagePK=64193027&piPK=64187937&theSitePK=523679&menuPK=64187510&searchMenuPK=64187283&siteName=WDS&entityID=000158349_20110725090359 http://hdl.handle.net/10986/3496 |