Forecast accuracy and economic gains from Bayesian model averaging using time varying weight
Year of publication: |
2009-06-23
|
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Authors: | Hoogerheide, Lennart ; Kleijn, Richard ; Ravazzolo, Francesco ; Dijk, Herman K. van ; Verbeek, Marno |
Institutions: | Norges Bank |
Subject: | Forecast combination | Bayesian model averaging | time varying model weights | portfolio optimization | business cycle |
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Forecast accuracy and economic gains from Bayesian model averaging using time varying weights
Hoogerheide, Lennart, (2009)
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Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
Hoogerheide, Lennart, (2009)
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Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
Hoogerheide, Lennart, (2009)
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Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
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Forecast accuracy and economic gains from Bayesian model averaging using time varying weights
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Forecast accuracy and economic gains from Bayesian model averaging using time varying weights
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