Forecasting with model uncertainty : representations and risk reduction
by Keisuke Hirano and Jonathan H. Wright
| Year of publication: |
March 2017
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|---|---|
| Authors: | Hirano, Keisuke ; Wright, Jonathan H. |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 85.2017, 2, p. 617-643
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| Subject: | Model choice | out-of-sample | bagging | shrinkage | Rao-Blackwell theorem | Theorie | Theory | Risiko | Risk | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3982/ECTA13372 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011778680