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This paper explores ways to integrate model uncertainty into policy evaluation. We first describe a general framework for the incorporation of model uncertainty into standard econometric calculations. This framework employs Bayesian model averaging methods that have begun to appear in a range of...
Persistent link: https://www.econbiz.de/10012467771
ranked according to the information restrictions employed in constructing noise estimates. Our results show that … information sets that exclude those variables …
Persistent link: https://www.econbiz.de/10012476117
the stock prices of these companies using entropy measures. The entropy and Mutual Information (MI) statistics permit an … analysis of the amount of information within the sentiment series, its relationship to the DJIA and an indication of how the …
Persistent link: https://www.econbiz.de/10011456716
Persistent link: https://www.econbiz.de/10011810876