We Just Averaged over Two Trillion Cross-Country Growth Regressions /
We investigate the issue of model uncertainty in cross-country growth regressions using Bayesian model averaging (BMA). We find that the posterior probability is distributed among many models, suggesting the superiority of BMA over any single model. Out-of-sample predictive results support that clai...
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| Định dạng: | Tạp chí |
| Ngôn ngữ: | English |
| Được phát hành: |
Washington, D.C. :
International Monetary Fund,
1999.
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| Loạt: | IMF Working Papers; Working Paper ;
No. 1999/101 |
| Truy cập trực tuyến: | Full text available on IMF |