Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging
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).| Link(s) zu Dokument(en): | IHS Publikation |
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| Hauptverfasser: | , |
| Format: | Article in Academic Journal PeerReviewed |
| Veröffentlicht: |
Lucius & Lucius
2015
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| Zusammenfassung: | 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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