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Bivariate jointness measures in Bayesian Model Averaging : solving the conundrum

Hofmarcher, Paul; Crespo Cuaresma, Jesús; Grün, Bettina; … - In: Journal of macroeconomics 57 (2018), pp. 150-165

Persistent link: https://www.econbiz.de/10012127900

A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications

Cuaresma, Jesus Crespo; Grün, Bettina; Hofmarcher, Paul; … - Vienna University of Economics and Business, Department … - 2015

jointness (joint inclusion) across covariates. We link the discussion of jointness measures in the econometric literature to the … literature on association rules in data mining exercises. We analyze a group of alternative jointness measures that include those … a dataset of economic growth determinants, we assess how the measurement of jointness in BMA can affect inference about …

Persistent link: https://www.econbiz.de/10011272030

Robustness of Bayesian analyses

Kadane, Joseph B. (ed.) - 1984

Persistent link: https://www.econbiz.de/10000056213

The impact of data revisions on the robustness of growth determinants : a note on 'determinants of economic growth: will data tell?'

Feldkircher, Martin; Zeugner, Stefan - 2010

Ciccone and Jarocínski (2010) show that inference in Bayesian model averaging (BMA) can be highly sensitive to small changes in the dependent variable. In particular they demonstrate that the importance of growth determinants in explaining growth varies tremendously over different revisions of...

Persistent link: https://www.econbiz.de/10009731776

The impact of data revisions on the robustness of growth determinants : a note on "determinants of economic growth : will data tell?"

Feldkircher, Martin; Zeugner, Stefan - In: Journal of applied econometrics 27 (2012) 4, pp. 686-694

Persistent link: https://www.econbiz.de/10009618500

Robust Growth Determinants

Doppelhofer, Gernot - 2011

This paper investigates the robustness of determinants of economic growth in the presence of model uncertainty, parameter heterogeneity and outliers. The robust model averaging approach introduced in the paper uses a flexible and parsimonious mixture modeling that allows for fat-tailed errors...

Persistent link: https://www.econbiz.de/10013129859