Bayesian Model Averaging (BMA)

Dynamic Panel BMA: Which Factors Truly Drive Economic Growth?

Dynamic panel Bayesian Model Averaging with the Bayesian Dynamic Systems Modeling (BDSM) R package, applied to cross-country economic growth determinants --- handling reverse causality through lagged dependent variables, fixed effects, and weak exogeneity.

Taming Model Uncertainty in the Environmental Kuznets Curve: BMA and Double-Selection LASSO with Panel Data

Bayesian Model Averaging and Double-Selection LASSO applied to the Environmental Kuznets Curve using synthetic panel data with a known answer key, demonstrating how both methods recover the true predictors of CO2 emissions.

Three Methods for Robust Variable Selection: BMA, LASSO, and WALS

Three principled approaches to variable selection---BMA, LASSO, and WALS---applied to synthetic cross-country CO2 emissions data with known ground truth, demonstrating methodological triangulation for robust inference.