Predictive gains from forecast combinations using time varying model weights
Year of publication: |
2007
|
---|---|
Other Persons: | Ravazzolo, Francesco (contributor) ; Dijk, Herman K. van (contributor) ; Verbeek, Marno (contributor) |
Publisher: |
Rotterdam : Econometric Institute |
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | USA | United States |
-
Real-time inflation forecasting in a changing world
Groen, Jan J. J., (2010)
-
Essays on Bayesian analysis of time varying economic patterns
Ceyhan, Şanh Pınar, (2014)
-
Real-time inflation forecasting in a changing world
Groen, Jan J. J., (2009)
- More ...
-
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
Hoogerheide, Lennart, (2009)
-
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight
Hoogerheide, Lennart, (2009)
-
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
Hoogerheide, Lennart, (2009)
- More ...