Robust Bayesian Model Averaging

Robust Bayesian Model Averaging is a statistical framework within Bayesian model averaging that systematically accounts for uncertainty in both model specification and prior assumptions by integrating over a range of plausible models and robust priors to yield inferences that are less sensitive to arbitrary modeling choices.

44

Publications

2.2K

Citations

79

Authors

70

Institutions

Publications per year

2017–2026

17

Authors

79

  1. MF
    Martin Feldkircher

    National Bank of Austria, Austria

    4 publications · 311 citations

    4

    h-index

  2. EM
    Enrique Moral‐Benito

    Bank of Spain, Spain

    3 publications · 371 citations

    3

    h-index

  3. JC
    Jesús Crespo Cuaresma

    Vienna University of Economics and Business, Austria

    3 publications · 299 citations

    3

    h-index

  4. MG
    Michael Ganslmeier

    University of Oxford, United Kingdom

    2 publications · 29 citations

    2

    h-index

  5. BW
    Bartosz Witkowski

    SGH Warsaw School of Economics, Poland

    2 publications · 134 citations

    2

    h-index

1–5 of 79

Venues

  1. SSRN Electronic Journal

    Repository · 8 publications · 258 citations

    8

    h-index

  2. Regional Studies

    2 publications · 287 citations

    2

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 2 publications · 27 citations

    2

    h-index

  4. Journal of Hydrology

    1 publications · 48 citations

    1

    h-index

  5. IMF Working Paper

    1 publications · 17 citations

    1

    h-index

1–5