False posteriors for the long-term growth determinants

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dc.contributor.authorCharemza, Wojciech W.
dc.contributor.authorStrachan, Rodney
dc.contributor.authorZurawski, Piotr
dc.date.accessioned2015-12-10T23:13:02Z
dc.date.issued2010
dc.date.updated2016-02-24T08:33:48Z
dc.description.abstractThis paper shows: (1) bias may exist in Bayesian methods of selecting regressors; (2) the non-zero posterior inclusion probability of irrelevant regressors might affect the choice of regressors; and (3) how to compute the probability of falsely including
dc.identifier.issn0165-1765
dc.identifier.urihttp://hdl.handle.net/1885/64240
dc.publisherElsevier
dc.sourceEconomics Letters
dc.subjectKeywords: Bayesian averaging; Long-term growth; Selection bias; Selection of determinants
dc.titleFalse posteriors for the long-term growth determinants
dc.typeJournal article
local.bibliographicCitation.issue3
local.bibliographicCitation.lastpage146
local.bibliographicCitation.startpage144
local.contributor.affiliationCharemza, Wojciech W., University of Leicester
local.contributor.affiliationStrachan, Rodney, College of Business and Economics, ANU
local.contributor.affiliationZurawski, Piotr, London School of Economics
local.contributor.authoremailu4823922@anu.edu.au
local.contributor.authoruidStrachan, Rodney, u4823922
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor140302 - Econometric and Statistical Methods
local.identifier.absfor010406 - Stochastic Analysis and Modelling
local.identifier.absseo900101 - Finance Services
local.identifier.ariespublicationf2965xPUB906
local.identifier.citationvolume109
local.identifier.doi10.1016/j.econlet.2010.08.026
local.identifier.scopusID2-s2.0-77957765257
local.identifier.thomsonID000285823400003
local.identifier.uidSubmittedByf2965
local.type.statusPublished Version

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