2016-11-21–2016-11-22 - Warsaw, NBP (Poland) - Narodowy Bank Polski NBP (National Bank of Poland), …
Topics:
- Univariate and multivariate density forecasts: evaluation, combination, presentation,
- Applications of unobserved component models, mixture models, non-linear or non-Gaussian models,
- Modelling of structural instabilities and time varying relationships, the use of shrinkage...