Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging

Wagner, Martin and Hlouskova, Jaroslava (2015) Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging. Jahrbücher für Nationalökonomie und Statistik = Journal of Economics and Statistics, 235 (6), pp. 642-662.

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Abstract or Table of Contents

In this paper we consider frequentist model averaging for principal components augmented regressions illustrated with the Fernandez et al. (2001) data set on economic growth determinants. We compare and contrast our method and findings with the WALS approach of Magnus et al. (2010).

Item Type: Article in Academic Journal
Status: Published
Date Deposited: 26 May 2015 08:11
Last Modified: 01 Apr 2016 14:19
URI: http://irihs.ihs.ac.at/id/eprint/3340

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