Robust open Bayesian analysis: Overfitting, model uncertainty, and endogeneity issues in multiple regression models

DOI10.1080/07474938.2020.1770996zbMath1490.62178OpenAlexW3034093263MaRDI QIDQ5861043

Antonio Pacifico

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11393/287353

zbMATH Keywords

multiple linear regressionBayesian model averagingMCMC integrationsendogeneity issuesmisspecified dynamics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Uses Software

• alr3

Cites Work

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