 | Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model Author/Editor: Huigang Chen, Alin Mirestean, Charalambos G. Tsangarides. Release Date:October, 2011 This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as well as endogenous variables appear as regressors. We propose a Limited more...
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| Growth Determinants Revisited Author/Editor: Charalambos G. Tsangarides, Alin Mirestean. Release Date:December, 2009 This paper revisits the cross-country growth empirics debate using a novel Limited Information Bayesian Model Averaging framework to address model uncertainty in the context of a dynamic growth model more...
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| Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods Author/Editor: Alin Mirestean, Charalambos G. Tsangarides, Huigang Chen. Release Date:April, 2009 Bayesian Model Averaging (BMA) provides a coherent mechanism to address the problem of model uncertainty. In this paper we extend the BMA framework to panel data models where the lagged dependent more...
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| Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) Author/Editor: Kexue Liu, Jean Salvati, Renzo G Avesani, Alin Mirestean. Release Date:May, 2006 The paper presents the basic Credit Risk+ model, and proposes some modifications. This model could be useful in the stress-testing financial sector assessments process as a benchmark for credit risk more...
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