Regularizing Bayesian predictive regressions
Guanhao Feng, Nicholas Polson
| Year of publication: |
2020
|
|---|---|
| Authors: | Feng, Guanhao ; Polson, Nicholas G. |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 21.2020, 7, p. 591-608
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| Subject: | Bayesian predictive regression | Prior sensitivity analysis | Maximum a posteriori | Equity-premium predictability | Bond risk premia | Predictor selection | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Sensitivitätsanalyse | Sensitivity analysis | Theorie | Theory | Anleihe | Bond | Schätzung | Estimation | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-020-00186-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012421072