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Benchmark priors revisited [[electronic resource] ] : on adaptive shrinkage and the supermodel effect in Bayesian Model averaging / / prepared by Martin Feldkircher and Stefan Zeugner
| 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
|
||
| [Washington, DC], : International Monetary Fund, Finance Dept., c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Benchmark Priors Revisited : : On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging / / Martin Feldkircher, Stefan Zeugner
| 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Benchmark Priors Revisited : : On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging / / Martin Feldkircher, Stefan Zeugner
| 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 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 |
| ISBN |
9786612844096
9781462344666 1462344666 9781451873498 1451873492 9781452769233 1452769230 9781282844094 1282844091 |
| 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-9910961802503321 |
|
Feldkircher Martin
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||