Taking a Bayesian perspective on model uncertainty for static panel data models proposed in the spatial econometrics …

Recent advances in empirical finance has shown that the adoption of network theory is critical to understand contagion … review networks, however, they do not focus on the econometrics aspects. This paper presents a state-of-the-art review on the … interface between statistics and econometrics in the inference and application of Bayesian graphical models. We specifically …

paper, we review the use of BMA with INLA and propose a new example on spatial econometrics models. …