Giacomini, Raffaella; Kitagawa, Toru; Volpicella, Alessio - In: Quantitative economics : QE ; journal of the … 13 (2022) 1, pp. 95-123
Bayesian model averaging. The method considers multiple posteriors for the set‐identified models and combines them with a … posteriors (post‐averaging ambiguous belief), which can be summarized by reporting the set of posterior means and the associated …