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Language: en
Pages: 107
Pages: 107
Type: BOOK - Published: 2019-01-17 - Publisher: Springer
This book provides a concise and accessible overview of model averaging, with a focus on applications. Model averaging is a common means of allowing for model u
Language: en
Pages: 312
Pages: 312
Type: BOOK - Published: 2008-07-28 - Publisher:
First book to synthesize the research and practice from the active field of model selection.
Language: en
Pages: 198
Pages: 198
Type: BOOK - Published: 2007 - Publisher: Rozenberg Publishers
Believing in a single model may be dangerous, and addressing model uncertainty by averaging different models in making forecasts may be very beneficial. In this
Language: en
Pages: 47
Pages: 47
Type: BOOK - Published: 2011-10-01 - Publisher: International Monetary Fund
This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as well as endogenous variables appear as reg
Language: en
Pages: 312
Pages: 312
Type: BOOK - Published: 2008-07-28 - Publisher: Cambridge University Press
Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real