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Econometric Reviews Volume 33, 2014 - Issue 1-4: Bayesian Inference and Information: In Memory of Arnold Zellner
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Original Articles

Two-Stage Bayesian Model Averaging in Endogenous Variable Models

Alex Lenkoski Norwegian Computing Center, Oslo, Norway
,
Theo S. Eicher Department of Economics, University of Washington, Seattle, Washington, USA
&
Adrian E. Raftery Department of Statistics, University of Washington, Seattle, Washington, USACorrespondence[email protected]
Pages 122-151 | Published online: 25 Sep 2013

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Antonio Pacifico. (2021) Robust open Bayesian analysis: Overfitting, model uncertainty, and endogeneity issues in multiple regression models. Econometric Reviews 40:2, pages 148-176.
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Huigang Chen, Alin Mirestean & Charalambos G. Tsangarides. (2018) Bayesian model averaging for dynamic panels with an application to a trade gravity model. Econometric Reviews 37:7, pages 777-805.
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Mark F. J. Steel. (2020) Model Averaging and Its Use in Economics. Journal of Economic Literature 58:3, pages 644-719.
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K. Benkovskis, B. Bluhm, E. Bobeica, C. Osbat & S. Zeugner. (2019) What drives export market shares? It depends! An empirical analysis using Bayesian model averaging. Empirical Economics 59:2, pages 817-869.
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Paul JohnsonChris Papageorgiou. (2020) What Remains of Cross-Country Convergence?. Journal of Economic Literature 58:1, pages 129-175.
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Paul Hofmarcher & Bettina Grün. 2020. Macroeconomic Forecasting in the Era of Big Data. Macroeconomic Forecasting in the Era of Big Data 359 388 .
Maribel Serna Rodríguez, Andrés Ramírez Hassan & Alexander Coad. (2018) Uncovering Value Drivers of High Performance Soccer Players. Journal of Sports Economics 20:6, pages 819-849.
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Adam Slez. (2017) The Difference Between Instability and Uncertainty: Comment on Young and Holsteen (2017). Sociological Methods & Research 48:2, pages 400-430.
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Walid Oueslati, Julien Salanié & JunJie Wu. (2019) Urbanization and agricultural productivity: some lessons from European cities. Journal of Economic Geography 19:1, pages 225-249.
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Theo S. Eicher, Cecilia García-Peñalosa & David J. Kuenzel. (2018) Constitutional rules as determinants of social infrastructure. Journal of Macroeconomics 57, pages 182-209.
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David FletcherDavid Fletcher. 2018. Model Averaging. Model Averaging 57 97 .
Jan R. Magnus & Giuseppe De Luca. (2016) WEIGHTED-AVERAGE LEAST SQUARES (WALS): A SURVEY. Journal of Economic Surveys 30:1, pages 117-148.
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Theo S. Eicher & David J. Kuenzel. (2016) The elusive effects of trade on growth: Export diversity and economic take‐off. Canadian Journal of Economics/Revue canadienne d'économique 49:1, pages 264-295.
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Georges Nguefack-Tsague & Walter Zucchini. (2016) A Mixture-Based Bayesian Model Averaging Method. Open Journal of Statistics 06:02, pages 220-228.
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Georges Nguefack-Tsague & Walter Zucchini. (2016) Effects of Bayesian Model Selection on Frequentist Performances: An Alternative Approach. Applied Mathematics 07:10, pages 1103-1115.
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Roberto León-González & Daniel Montolio. (2015) Endogeneity and panel data in growth regressions: A Bayesian model averaging approach. Journal of Macroeconomics 46, pages 23-39.
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Mirosław Szreder. (2015) Probabilistic aspects of risk management. Problemy Zarzadzania 55:3/2, pages 47-55.
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K. Peren Arin, Victor Zengyu Huang, Maria Minniti, Anup Menon Nandialath & Otto F. M. Reich. (2014) Revisiting the Determinants of Entrepreneurship. Journal of Management 41:2, pages 607-631.
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Andros Kourtellos, Alex Lenkoski & Kyriakos Petrou. (2017) Measuring the Strength of the Theories of Government Size. SSRN Electronic Journal.
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