2015-09-28–2015-09-29 - Warsaw (Poland) - National Bank of Poland / Narodowy Bank Polski, Warsaw, …
Topics:
- Univariate and multivariate density forecasts: evaluation, combination, presentation
- Applications of unobserved component models, non-linear or non-Gaussian models
- Modelling of structural instabilities and time varying relationships
- Incorporating short time series and experts’...