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  • Search: subject:"Optimal Pooling"
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Year of publication
Subject
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Forecasting model 3 Prognoseverfahren 3 Bayes-Statistik 2 Bayesian inference 2 Entropic tilting 2 Judgement 2 Optimal Pooling 2 Real Time 2 Survey of ProfessionalForecasters 2 ARCH model 1 ARCH-Modell 1 Air pollution 1 Bayesian and frequentist estimation 1 Estimation 1 Estimation theory 1 Forecast 1 GARCH models 1 Greenhouse gas emissions 1 Luftverschmutzung 1 Prognose 1 Risiko 1 Risk 1 Schätztheorie 1 Schätzung 1 Theorie 1 Theory 1 Treibhausgas-Emissionen 1 VAR model 1 VAR-Modell 1 backtesting 1 beta linear pool 1 carbon dioxide emissions 1 censored optimal pooling 1 forecasting 1 mean squared forecast error 1 optimal pooling 1 predictive density combination 1
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Online availability
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Free 3 Undetermined 1
Type of publication
All
Article 2 Book / Working Paper 2
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 4
Author
All
Brenna, Federica 2 Paredes, Joan 2 Ravazzolo, Francesco 2 Ardia, David 1 Ba´nbura, Marta 1 Bańbura, Marta 1 Kolly, Jeremy 1 Nibbering, Didier 1 Paap, Richard 1 Trottier, Denis‐Alexandre 1
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Published in...
All
Journal of forecasting 2 ECB Working Paper 1 Working paper series / European Central Bank 1
Source
All
ECONIS (ZBW) 3 EconStor 1
Showing 1 - 4 of 4
Cover Image
Forecasting carbon emissions using asymmetric grouping
Nibbering, Didier; Paap, Richard - In: Journal of forecasting 43 (2024) 6, pp. 2228-2256
Persistent link: https://www.econbiz.de/10015110407
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Combining Bayesian VARs with survey density forecasts: Does it pay off?
Ba´nbura, Marta; Brenna, Federica; Paredes, Joan; … - 2021
optimal pooling and tilting techniques, including survey forecasts for predicting euro area in ation and GDP growth at medium …
Persistent link: https://www.econbiz.de/10012515464
Saved in:
Cover Image
Combining Bayesian VARs with survey density forecasts : does it pay off?
Bańbura, Marta; Brenna, Federica; Paredes, Joan; … - 2021
optimal pooling and tilting techniques, including survey forecasts for predicting euro area in ation and GDP growth at medium …
Persistent link: https://www.econbiz.de/10012507233
Saved in:
Cover Image
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David; Kolly, Jeremy; Trottier, Denis‐Alexandre - In: Journal of forecasting 36 (2017) 7, pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
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