Variable selection and functional form uncertainty in cross-country growth regressions

DOI10.1016/J.JECONOM.2012.06.007zbMATH Open1443.62502OpenAlexW2228461299MaRDI QIDQ528109FDOQ528109

Authors Tim Salimans 

Publication date 12 May 2017

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL http://papers.tinbergen.nl/11012.pdf

zbMATH Keywords

variable selectionMCMCmodel averagingmodel uncertaintyGaussian process priorgrowth regressionsemiparametric Bayes

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20) Economic growth models (91B62)

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• Marginal Likelihood From the Metropolis–Hastings Output
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• Nonergodic Economic Growth
• Regression density estimation using smooth adaptive Gaussian mixtures
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Stochastic growth models and their econometric implications
• The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters

Cited in

(3)

• Robustness of econometric variable selection methods
• Bayesian model averaging and model selection: Two sides of the same coin when identifying the determinants of trade union density?
• An integrated panel data approach to modelling economic growth

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