An Embarrassment of Riches: Forecasting Using Large Panels
Year of publication: |
2007-03-31
|
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Authors: | Eklund, Jana ; Karlsson, Sune |
Institutions: | Handelshögskolan, Örebro Universitet |
Subject: | Bayesian model averaging | Diffusion indexes | GDP growth rate | Inflation rate |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Working Papers Number 2007:1 27 pages |
Classification: | C11 - Bayesian Analysis ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
-
An Embarrassment of Riches: Forecasting Using Large Panels
Eklund, Jana, (2007)
-
Forecast Combination and Model Averaging Using Predictive Measures
Eklund, Jana, (2005)
-
Forecast Combination and Model Averaging using Predictive Measures
Eklund, Jana, (2005)
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Computational Efficiency in Bayesian Model and Variable Selection
Eklund, Jana, (2007)
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Forecasting with Bayesian Vector Autoregressions
Karlsson, Sune, (2012)
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Conditional posteriors for the reduced rank regression model
Karlsson, Sune, (2012)
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