Robust open Bayesian analysis : overfitting, model uncertainty, and endogeneity issues in multiple regression models
Year of publication: |
2021
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Authors: | Pacifico, Antonio |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 40.2021, 2, p. 148-176
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Subject: | Bayesian model averaging | endogeneity issues | MCMC integrations | misspecified dynamics | multiple linear regression | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Modellierung | Scientific modelling |
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