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Model uncertainty

Bleaney, Michael and Nishiyama, Akira (2002). Explaining Growth: A Contest between Models. Journal of Economic Growth, March, 7(1), 43-56.

Brock, William A. and Durlauf, Steven N. (2001). Growth empirics and reality. World Bank Economic Review, 15(2), 229-72.

Chatfield, Christopher (1995). Model uncertainty, data mining and statistical inference. Journal of the Royal Statistical Society, Series A, 158, 419-444.

Levine, Ross and Renelt, David (1992). A sensitivity analysis of cross-country growth regressions. American Economic Review, 82, 942-963.

Fernandez, C., Ley, Eduardo and Steel, Mark F. J. (2001). Model uncertainty in cross-country growth regressions. Journal of Applied Econometrics, forthcoming.

Hoover, Kevin D. and Perez, Stephen J. (2000). Truth and robustness in cross-country growth regressions. Manuscript, UC Davis.

Sala-i-Martin, Xavier (1997). I just ran two million regressions. American Economic Review, 87, 178-183.

Sala-i-Martin, Xavier, Doppelhofer, Gernot and Miller, Ronald (2000). Determinants of long-run growth: a Bayesian Averaging of Classical Estimates (BACE) approach. NBER working paper no. 7750, June.

Temple, Jonathan (2000). Growth regressions and what the textbooks don’t tell you. Bulletin of Economic Research, 52(3), July, 181-205.

Background reading

Draper, D. (1995). Assessment and propagation of model uncertainty. Journal of the Royal Statistical Society, Series B, 47, 45-97.

Hoeting, Jennifer, Madigan, David, Raftery, Adrian and Volinksy, Chris (1999). Bayesian Model Averaging: a tutorial. Manuscript.

Raftery, Adrian E. (1995). Bayesian model selection in social research. Sociological Methodology 1995, Oxford: Blackwells, 111-196.

Raftery, Adrian E., Madigan, David and Hoeting, Jennifer A. (1997). Bayesian Model Averaging for linear regression models. Journal of the American Statistical Association, 92, 179-191.

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