Model uncertainty and asset return predictability: an application of Bayesian model averaging

Author： Masih Rumi   Masih A. Mansur M.   Mie Kilian  

Publisher： Routledge Ltd

ISSN： 1466-4283

Source： Applied Economics, Vol.42, Iss.15, 2010-06, pp. : 1963-1972

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Firm Default Prediction: A Bayesian Model-Averaging Approach

By  

Journal of Financial and Quantitative Analysis, Vol. 52, Iss. 3, 2017-06 ,pp. : 1211-1245

Cambridge University Press

Access to resources Recommend Favorite

Embracing Model Uncertainty: Strategies for Response Pooling and Model Averaging

By Layton David   Lee S.  

Environmental and Resource Economics, Vol. 34, Iss. 1, 2006-05 ,pp. : 51-85

Springer Publishing Company

Access to resources Recommend Favorite

A NOTE ON MONETARY POLICY, ASSET PRICES, AND MODEL UNCERTAINTY

By  

Macroeconomic Dynamics, Vol. 16, Iss. 5, 2012-01 ,pp. : 777-790

Cambridge University Press

Access to resources Recommend Favorite

Two-Stage Bayesian Model Averaging in Endogenous Variable Models

By Lenkoski Alex   Eicher Theo S.   Raftery Adrian E.  

Econometric Reviews, Vol. 33, Iss. 1-4, 2014-02 ,pp. : 122-151

Taylor & Francis Ltd

Access to resources Recommend Favorite

Growth, convergence and public investment. A Bayesian model averaging approach

By León-González Roberto   Montolio Daniel  

Applied Economics, Vol. 36, Iss. 17, 2004-09 ,pp. : 1925-1936

Routledge Ltd

Access to resources Recommend Favorite