Model Averaging and Its Use in Economics
نویسندگان
چکیده
منابع مشابه
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Standard practice in empirical research is based on two steps: first, researchers select a model from the space of all possible models; second, they proceed as if the selected model had generated the data. Therefore, uncertainty in the model selection step is typically ignored. Alternatively, model averaging accounts for this model uncertainty. In this paper, I review the literature on model av...
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ژورنال
عنوان ژورنال: Journal of Economic Literature
سال: 2020
ISSN: 0022-0515
DOI: 10.1257/jel.20191385