Ravazzolo, F.; Dijk, D.J.C. van; Paap, R.; Franses, … - Erasmus University Rotterdam, Econometric Institute - 2006
, and for uncertainty about the inclusion of forecasting variables, and about the parameter values by em ploying Bayesian …Bayesian Model Averaging in the Presence of
Structural Breaks⁄
Francesco Ravazzolo, Richard Paap,
Dick van Dijky, and … uncertainty about
the inclusion of forecasting variables, and about the parameter values by em-
ploying Bayesian Model Averaging …