Jointness in Bayesian variable selection with applications to growth regression
نویسندگان
چکیده
منابع مشابه
Jointness in Bayesian Variable Selection With Applications to Growth Regression
We present a measure of jointness to explore dependence among regressors, in the context of Bayesian model selection. The jointness measure proposed here equals the posterior odds ratio between those models that include a set of variables and the models that only include proper subsets. We illustrate its application in cross-country growth regressions using two datasets from Fernández et al. (2...
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ژورنال
عنوان ژورنال: Journal of Macroeconomics
سال: 2007
ISSN: 0164-0704
DOI: 10.1016/j.jmacro.2006.12.002