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Moral-Benito, Enrique

Model averaging in economics / Enrique Moral-Benito. - Madrid : Banco de España, 2011. - 46 páginas : ilustradas con gráficos ; 30 cm. - Documentos de trabajo, no. 1123 0213-2710 ; .

1. Introduction, 9 -- 2. Bayesian model averaging, 14 -- 3. Frequentist model averaging, 23 -- 4. Model averaging and endogeneity, 28 -- 5. Model averaging in economics, 34 -- 6. Concluding remarks, 37 -- Appendix, 39 -- References, 31.

Subjects--Corporate Names:
Banco de España.

Subjects--Topical Terms:
Modelos económicos.

Subjects--Geographic Terms:
España.

LC Class. No.: HC 381 . / A5 201123E