Comparison of model averaging techniques: Assessing growth determinants

Shahram M. Amini, Christopher F. Parmeter

Research output: Contribution to journalArticlepeer-review

17 Scopus citations

Abstract

This paper investigates the replicability of three important studies on growth theory uncertainty that employed Bayesian model averaging tools. We compare these results with estimates obtained using alternative, recently developed model averaging techniques. Overall, we successfully replicate all three studies, find that the sign and magnitude of these new estimates are reasonably close to those produced via traditional Bayesian methods and deploy a novel strategy to implement one of the new averaging estimators.

Original languageEnglish (US)
Pages (from-to)870-876
Number of pages7
JournalJournal of Applied Econometrics
Volume27
Issue number5
DOIs
StatePublished - Aug 1 2012

ASJC Scopus subject areas

  • Social Sciences (miscellaneous)
  • Economics and Econometrics

Fingerprint Dive into the research topics of 'Comparison of model averaging techniques: Assessing growth determinants'. Together they form a unique fingerprint.

Cite this