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~person:"Tsangarides, Charalambos G."
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Tsangarides, Charalambos G.
Ulaşan, Bülent
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Gómez, Rafael
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Growth Determinants Revisited
Tsangarides, Charalambos G.
;
Mirestean, Alin
-
International Monetary Fund (IMF)
-
2009
This paper revisits the
cross-country
growth
empirics debate using a novel Limited Information Bayesian Model Averaging …
Persistent link: https://www.econbiz.de/10008497604
Saved in:
2
Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model
Chen, Huigang
;
Mirestean, Alin
;
Tsangarides, Charalambos G.
-
International Monetary Fund (IMF)
-
2011
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...
Persistent link: https://www.econbiz.de/10009327870
Saved in:
3
Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods
Mirestean, Alin
;
Tsangarides, Charalambos G.
;
Chen, Huigang
-
International Monetary Fund (IMF)
-
2009
Bayesian Model Averaging (BMA) provides a coherent mechanism to address the problem of model uncertainty. In this paper we extend the BMA framework to panel data models where the lagged dependent variable as well as endogenous variables appear as regressors. We propose a Limited Information...
Persistent link: https://www.econbiz.de/10004999975
Saved in:
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