Benchmark priors revisited [[electronic resource] ] : on adaptive shrinkage and the supermodel effect in Bayesian Model averaging / / prepared by Martin Feldkircher and Stefan Zeugner |
Autore | Feldkircher Martin |
Pubbl/distr/stampa | [Washington, DC], : International Monetary Fund, Finance Dept., c2009 |
Descrizione fisica | 39 p. : col. ill |
Altri autori (Persone) | ZeugnerStefan |
Collana | IMF working paper |
Soggetto topico |
Bayesian statistical decision theory
Economic development - Mathematical models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-4466-6
1-4518-7349-2 9786612844096 1-4527-6923-0 1-282-84409-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910463997903321 |
Feldkircher Martin
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[Washington, DC], : International Monetary Fund, Finance Dept., c2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Benchmark Priors Revisited : : On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging / / Martin Feldkircher, Stefan Zeugner |
Autore | Feldkircher Martin |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 39 p. : col. ill |
Altri autori (Persone) | ZeugnerStefan |
Collana | IMF Working Papers |
Soggetto topico |
Bayesian statistical decision theory
Economic development - Mathematical models Econometrics Inflation Labor Public Finance Data Processing Bayesian Analysis: General Data Collection and Data Estimation Methodology Computer Programs: General National Government Expenditures and Related Policies: Infrastructures Other Public Investment and Capital Stock Human Capital Skills Occupational Choice Labor Productivity Price Level Deflation Bayesian inference Data capture & analysis Public finance & taxation Labour income economics Macroeconomics Bayesian models Data processing Public investment and public-private partnerships (PPP) Human capital Econometric models Electronic data processing Public-private sector cooperation Prices |
ISBN |
1-4623-4466-6
1-4518-7349-2 9786612844096 1-4527-6923-0 1-282-84409-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788226903321 |
Feldkircher Martin
![]() |
||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Benchmark Priors Revisited : : On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging / / Martin Feldkircher, Stefan Zeugner |
Autore | Feldkircher Martin |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 39 p. : col. ill |
Disciplina | 332.015195 |
Altri autori (Persone) | ZeugnerStefan |
Collana | IMF Working Papers |
Soggetto topico |
Bayesian statistical decision theory
Economic development - Mathematical models Econometrics Inflation Labor Public Finance Data Processing Bayesian Analysis: General Data Collection and Data Estimation Methodology Computer Programs: General National Government Expenditures and Related Policies: Infrastructures Other Public Investment and Capital Stock Human Capital Skills Occupational Choice Labor Productivity Price Level Deflation Bayesian inference Data capture & analysis Public finance & taxation Labour income economics Macroeconomics Bayesian models Data processing Public investment and public-private partnerships (PPP) Human capital Econometric models Electronic data processing Public-private sector cooperation Prices |
ISBN |
1-4623-4466-6
1-4518-7349-2 9786612844096 1-4527-6923-0 1-282-84409-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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. |
Record Nr. | UNINA-9910812315003321 |
Feldkircher Martin
![]() |
||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|