Combining predictive densities using Bayesian filtering with applications to US economic data
Monica Billio, Roberto Casarin, Francesco Ravazzolo and Herman K. van Dijk
| Year of publication: |
[2012]
|
|---|---|
| Authors: | Billio, Monica ; Casarin, Roberto ; Ravazzolo, Francesco ; Dijk, Herman K. van |
| Publisher: |
Venice Italy : Department of Economics, Ca’ Foscari University of Venice |
| Subject: | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Theorie | Theory |
freely available
| Extent: | 1 Online-Ressource (circa 40 Seiten) Illustrationen |
|---|---|
| Series: | Working papers. - Venezia : [Verlag nicht ermittelbar], ISSN 1827-336X, ZDB-ID 2201241-2. - Vol. 2012, no. 16 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011629028