Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging

Martin Wagner and Jaroslava Hlouskova

Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2015, vol. 235, issue 6, 642-662

Abstract: In this paper we consider frequentist model averaging for principal components augmented regressions illustrated with the Fernandez et al. (2001) data set on economic growth determinants. We compare and contrast our method and findings with the WALS approach of Magnus et al. (2010).

Keywords: Frequentist model averaging; growth regressions; principal components (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
https://doi.org/10.1515/jbnst-2015-0608 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:jns:jbstat:v:235:y:2015:i:6:p:642-662

DOI: 10.1515/jbnst-2015-0608

Access Statistics for this article

Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) is currently edited by Peter Winker

More articles in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) from De Gruyter
Bibliographic data for series maintained by Peter Golla ().