کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
965667 930830 2007 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Jointness in Bayesian variable selection with applications to growth regression
موضوعات مرتبط
علوم انسانی و اجتماعی اقتصاد، اقتصادسنجی و امور مالی اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
Jointness in Bayesian variable selection with applications to growth regression
چکیده انگلیسی
We present a measure of jointness to explore dependence among regressors, in the context of Bayesian model selection. The jointness measure proposed here equals the posterior odds ratio between those models that include a set of variables and the models that only include proper subsets. We illustrate its application in cross-country growth regressions using two datasets from the model-averaging growth literature.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Macroeconomics - Volume 29, Issue 3, September 2007, Pages 476-493
نویسندگان
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