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~isPartOf:"Strathclyde discussion papers in economics"
~person:"McIntyre, Stuart"
~person:"Mitchell, James"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Bayes-Statistik
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Bayesian inference
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VAR model
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VAR-Modell
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2010 UK General Election
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McIntyre, Stuart
Mitchell, James
Koop, Gary
9
Huber, Florian
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Poon, Aubrey
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Chan, Joshua
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Chan, Joshua C. C.
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Eisenstat, Eric
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Hauzenberger, Niko
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Strathclyde discussion papers in economics
Federal Reserve Bank of Cleveland working paper series
5
National Institute economic review : journal of the National Institute of Economic and Social Research
2
CAMA working paper series
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
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2023
Persistent link: https://www.econbiz.de/10014316040
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2
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
3
Nowcasting "true" monthly US GDP during the pandemic
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10013189780
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