framework to address model uncertainty in the context of a dynamic growth model in panel data with endogenous regressors. Our …

-section) data. In contrast, this paper employs a technique for using a panel of both cross-section and time-series data for 98 …

economies. This panel dynamic stochastic general equilibrium model features a range of nominal and real rigidities, extensive …

Bayesian semiparametric hierarchical panel data model, we estimate that the importing country's share of imports invoiced in …

We estimate a panel VAR model that captures cross-country, dynamic interlinkages for 10 euro area countries using …

This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy …

we extend the BMA framework to panel data models where the lagged dependent variable as well as endogenous variables … our methodology is well suited for inference in dynamic panel data models with short time periods in the presence of …

This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as …. These findings suggest that our methodology is well suited for inference in short dynamic panel data models with endogenous … regressors in the context of model uncertainty. We illustrate the use of LIBMA in an application to the estimation of a dynamic …