A Bayesian Approach to Model Uncertainty

A Bayesian Approach to Model Uncertainty
This paper develops the theoretical background for the Limited Information Bayesian Model Averaging (LIBMA). The proposed approach accounts for model uncertainty by averaging over all possible combinations of predictors when making inferences about the variables of interest, and it simultaneously addresses the biases associated with endogenous... READ MORE...

Publication date: April 2004
ISBN 9781451849028
$15.00

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