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A Review of the `BMS’ Package for R with Focus on Jointness

We provide a general overview of Bayesian model averaging (BMA) along with the concept of jointness. We then describe the relative merits and attractiveness of the newest BMA software package, BMS, available in the statistical language R to implement a BMA exercise. BMS provides the user a wide rang...

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Autores principales: Shahram Amini, Christopher F. Parmeter
Formato: Artigo
Lenguaje:Inglês
Publicado: MDPI AG 2020-02-01
Colección:Econometrics
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Acceso en línea:https://www.mdpi.com/2225-1146/8/1/6
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