Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging

被引：0
|
作者：
Wagner, Martin [1 ,2 ,3 ]
Hlouskova, Jaroslava [2 ,4 ]
机构：
[1] Tech Univ Dortmund, Fac Stat, D-44227 Dortmund, Germany
[2] Inst Adv Studies, Vienna, Austria
[3] Bank Slovenia, Ljubljana, Slovenia
[4] Thompson Rivers Univ, Kamloops, BC, Canada
来源：
JAHRBUCHER FUR NATIONALOKONOMIE UND STATISTIK | 2015年 / 235卷 / 06期
关键词：
DETERMINANTS; SELECTION;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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).
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页码：642 / 662
页数：21
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