A Non-linear Forecast Combination Procedure for Binary Outcomes
Year of publication: |
2015
|
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Authors: | Lahiri, Kajal ; Yang, Liu |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | receiver operating characteristic curve | Copula | Bayesian methods | Markov chain Monte Carlo | yield spread | ISM diffusion index |
Series: | CESifo Working Paper ; 5175 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 817738924 [GVK] hdl:10419/107305 [Handle] RePec:ces:ceswps:_5175 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; c38 ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation |
Source: |
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