Le vendite fiscali nell'Egitto romano / Sergio Alessandrì

• Record Nr.: UNICASRMG0138347
• Autore: Alessandrì, Sergio <1970- >
• Pubbl/distr/stampa: Bari, : Edipuglia
• Descrizione fisica: volumi ; 24 cm.
• Lingua di pubblicazione: Italiano
• Formato: Materiale a stampa
• Livello bibliografico: Monografia

Benchmark Priors Revisited : : On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging / / Martin Feldkircher, Stefan Zeugner

• Record Nr.: UNINA9910961802503321
• Autore: Feldkircher Martin
• Pubbl/distr/stampa: Washington, D.C. : , : International Monetary Fund, , 2009
• ISBN: 9786612844096; 9781462344666; 1462344666; 9781451873498; 1451873492; 9781452769233; 1452769230; 9781282844094; 1282844091
• Edizione: [1st ed.]
• Descrizione fisica: 39 p. : col. ill
• Collana: IMF Working Papers
• Altri autori (Persone): ZeugnerStefan
• Disciplina: 332.015195
• Soggetti: Bayesian statistical decision theory; Economic development - Mathematical models; Bayesian Analysis: General; Bayesian inference; Bayesian models; Computer Programs: General; Data capture & analysis; Data Collection and Data Estimation Methodology; Data Processing; Data processing; Deflation; Econometric models; Econometrics; Electronic data processing; Human Capital; Human capital; Income economics; Inflation; Labor Productivity; Labor; Labour; Macroeconomics; National Government Expenditures and Related Policies: Infrastructures; Occupational Choice; Other Public Investment and Capital Stock; Price Level; Prices; Public finance & taxation; Public Finance; Public investment and public-private partnerships (PPP); Public-private sector cooperation; Skills
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: "September 2009."
• Nota di bibliografia: Includes bibliographical references.
• Nota di contenuto: Cover Page -- Title Page -- Copyright Page -- Contents -- I Introduction -- II Bayesian Model Averaging under Zellner's g Prior -- II. 1 Popular Settings for Zellner's g -- III The Hyper-g Prior: A Beta Prior on the Shrinkage Factor -- IV A Simulation Study -- V Growth Determinants Revisited -- VI Concluding Remarks -- A Technical Appendix -- A. 1 Consistency of the Hyper-g Prior -- A. 2 Relationship between Hyper-g Prior and EBL -- A. 3 The Shrinkage Factor and Goodness-of-Fit -- A. 4 The Posterior Predictive Distribution and the Hyper-g Prior -- A. 5 The Beta-binomial Prior over the Model Space -- A. 6 Charts and Tables -- References -- Footnotes.
• Sommario/riassunto: Default prior choices fixing Zellner's g are predominant in the Bayesian Model Averaging literature, but tend to concentrate posterior mass on a tiny set of models. The paper demonstrates this supermodel effect and proposes to address it by a hyper-g prior, whose data-dependent shrinkage adapts posterior model distributions to data quality. Analytically, existing work on the hyper-g-prior is complemented by posterior expressions essential to fully Bayesian analysis and to sound numerical implementation. A simulation experiment illustrates the implications for posterior inference. Furthermore, an application to determinants of economic growth identifies several covariates whose robustness differs considerably from previous results.