Bayesian model averaging and principal component regression forecasts in a data rich environment
Rachida Ouysse
| Year of publication: |
July-September 2016
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|---|---|
| Authors: | Ouysse, Rachida |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 3, p. 763-787
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| Subject: | High-dimensional models | Factor model | Bayesian variable selection | Real time forecasting | Markov Chain Monte Carlo | Rolling window forecast | Out-of-sample forecast | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Frühindikator | Leading indicator | Prognose | Forecast | Regressionsanalyse | Regression analysis | Wirtschaftsprognose | Economic forecast | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2015.11.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011621808