Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues

Giuseppe De Luca () and Jan Magnus ()

No 2011-082, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Model uncertainty; Model averaging; Bayesian analysis; Exact computation (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (96)

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Journal Article: Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues (2011)
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