Dardanoni, Valentino; De Luca, Giuseppe; Modica, Salvatore - In: Journal of Econometrics 184 (2015) 2, pp. 452-463
regression, we handle this trade-off as a problem of model uncertainty using Bayesian averaging of classical maximum likelihood … estimators (BAML). We also propose a block model averaging strategy that incorporates information on the missing-data patterns …