Bayesian Model Averaging and Weighted-Average Least Squares: Equivariance, Stability, and Numerical Issues

By Giuseppe De Luca, J. R. Magnus. 2011

131 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/8e7450448995f874aa6243d72103bd991ff11a95

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Giuseppe De Luca
2. J. R. Magnus
3. Damien Puy
4. Shekhar Aiyar
5. R. Duval
6. Longmei Zhang
7. Yiqun Wu

In Management Science and Operations Research

1. Giuseppe De Luca
2. J. R. Magnus
3. Shekhar Aiyar
4. Damien Puy
5. R. Duval
6. Longmei Zhang
7. Yiqun Wu
8. Xinyu Zhang

In Statistics and Probability

1. Giuseppe De Luca
2. J. R. Magnus
3. Shekhar Aiyar
4. Damien Puy
5. R. Duval
6. Longmei Zhang
7. Yiqun Wu
8. Mark F. J. Steel

Citations in the corpus

• Growth slowdowns and the middle-income trap (2013, methodology): “Both BMA and WALS used in this paper build on Magnus, Powell, and Prüfer (2010) and De Luca and Magnus (2011) who generalize the standard framework by introducing the distinction between focus and auxiliary regressors.”
• Weighted‐Average Least Squares (WALS): A Survey (2016, methodology): “These scaling procedures were first proposed in De Luca and Magnus (2011) and stabilize both matrices so that inversion and eigenvalue routines become numerically more accurate.”