Bayesian Averaging of Classical Estimates (BACE) for gretl

Marcin Błażejowski and Jacek Kwiatkowski ()
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Jacek Kwiatkowski: Nicolaus Copernicus University in Torun, Faculty of Economics and Management

No 6, gretl working papers from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

Abstract: This paper presents a software package that implements Bayesian Averaging of Classical Estimates BACE ver. 1.1 for gretl (the GNU regression, econometrics and time-series library).

Keywords: Bayesian methods; model selection (search for similar items in EconPapers)
JEL-codes: C11 C20 (search for similar items in EconPapers)
Pages: 11
Date: 2018-08
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Persistent link: https://EconPapers.repec.org/RePEc:anc:wgretl:6

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