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~isPartOf:"Tinbergen Institute Discussion Paper"
~person:"Ardia, David"
~person:"Ravazzolo, Francesco"
~subject:"Sequential Monte Carlo"
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Sequential Monte Carlo
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Large Set of Predictive Densities
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Ardia, David
Ravazzolo, Francesco
Casarin, Roberto
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Billio, Monica
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Time-varying Combinations of Predictive Densities using Nonlinear Filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
We propose a
Bayesian
combination approach for multivariate predictive densities which relies upon a distributional …
Persistent link: https://www.econbiz.de/10010326141
Saved in:
2
Combining Predictive Densities using
Bayesian
Filtering with Applications to US Economics Data
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2011
Using a
Bayesian
framework this paper provides a multivariate combination approach to prediction based on a …
Persistent link: https://www.econbiz.de/10010325748
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