Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
| Year of publication: |
2010
|
|---|---|
| Authors: | Hoogerheide, Lennart ; Kleijn, Richard ; Ravazzolo, Francesco ; Van Dijk, Herman K. ; Verbeek, Marno |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 29.2010, 1, p. 251-270
|