BMS and the Fixed Effects Estimator - A Tutorial

Thursday 26 May 2011 at 12:51 pm

This tutorial illustrates how to use Bayesian Model Averaging (BMA) with panel data using the R package BMS.

martin | ¶ | BMS Extensions | Used tags: fixed_effects;, frisch_waugh_lovell;, panel_data;

BMS 0.3.0 Released

Thursday 05 May 2011 at 10:35 pm

Version of 0.3.0 of the Bayesian Model Averaging package BMS has been released. Apart from numerous bugfixes, BMS 0.3.0 includes two main additions:

• The ability in bms to keep certain fixed regressors to be included in all sampled models
• The option to calculate predictive densities with function pred.density.

Moreover, the interrnal structure has been redesigned to accommodate user-defined priors and samplers.

zeugner | ¶ | BMS Extensions |

Bayesian Model Averaging (BMA) with uncertain Spatial Effects

Wednesday 27 October 2010 at 1:32 pm

This file illustrates the computer code to use spatial filtering in the context of Bayesian Model Averaging (BMA). For more details and in case you use the code please cite Crespo Cuaresma and Feldkircher (2010).
In addition, this tutorial exists as well in PDF form: web_tutorial_spatfilt.pdf

martin | ¶ | BMS Extensions | Used tags: extension, spatial, tutorial