Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging

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Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (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

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
Date Deposited:	26 May 2015 08:11
Last Modified:	19 Sep 2024 08:50
ISSN:	0021-4027 (Print)
URI:	https://irihs.ihs.ac.at/id/eprint/3340

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