Forecasting using a large number of predictors : Bayesian model averaging versus principal components regression
Rachida Ouysse
| Year of publication: |
2013
|
|---|---|
| Authors: | Ouysse, Rachida |
| Publisher: |
Kensington, NSW : School of Economics, the Univ. of New South Wales |
| Subject: | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Theorie | Theory | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis |