Infinite Markov pooling of predictive distributions
Xin Jin, John M. Maheu, Qiao Yang
| Year of publication: |
2022
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|---|---|
| Authors: | Jin, Xin ; Maheu, John M. ; Yang, Qiao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 228.2022, 2, p. 302-321
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| Subject: | Beam sampling | Density forecast | Dirichlet process | Infinite Markov switching | Prediction pools | Realized covariance matrices | Short-term interest rates | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Theorie | Theory | Statistische Verteilung | Statistical distribution | Korrelation | Correlation | Zins | Interest rate | Zinsstruktur | Yield curve | Stichprobenerhebung | Sampling | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.10.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013441752