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  • Search: subject:"time varying model weights"
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Year of publication
Subject
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Bayesian model averaging 6 business cycle 6 portfolio optimization 6 time varying model weights 6 forecast combination 4 Bayes-Statistik 2 Portfolio-Management 2 Prognoseverfahren 2 USA 2 Bayesian inference 1 Forecast combination 1 Forecasting model 1 Frühindikator 1 Konjunkturprognose 1 Leading indicator 1 Portfolio selection 1 United States 1
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Online availability
All
Free 6
Type of publication
All
Book / Working Paper 6
Type of publication (narrower categories)
All
Working Paper 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 3 Undetermined 3
Author
All
Hoogerheide, Lennart 6 Kleijn, Richard 6 Ravazzolo, Francesco 6 Verbeek, Marno 6 Dijk, Herman K. van 4 van Dijk, Herman K. 2
Institution
All
Norges Bank 1 Tinbergen Institute 1 Tinbergen Instituut 1
Published in...
All
Tinbergen Institute Discussion Papers 2 Discussion paper / Tinbergen Institute 1 Tinbergen Institute Discussion Paper 1 Working Paper 1 Working Paper / Norges Bank 1
Source
All
RePEc 3 EconStor 2 ECONIS (ZBW) 1
Showing 1 - 6 of 6
Cover Image
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - 2009
uncertainty, model uncertainty and robust time varying model weights, are compared in terms of forecast accuracy and economic … returns on the S&P 500 index, time varying model weights provide improved forecasts with substantial economic gains in an …
Persistent link: https://www.econbiz.de/10010325722
Saved in:
Cover Image
Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time Varying Weight
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - 2009
uncertainty, model uncertainty and robust time varying model weights, are compared in terms of forecast accuracy and economic … returns on the S&P 500 index, time varying model weights provide improved forecasts with substantial economic gains in an …
Persistent link: https://www.econbiz.de/10012143715
Saved in:
Cover Image
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - Tinbergen Instituut - 2009
uncertainty, model uncertainty and robust time varying model weights, are compared in terms of forecast accuracy and economic … returns on the S&P 500 index, time varying model weights provide improved forecasts with substantial economic gains in an …
Persistent link: https://www.econbiz.de/10011256933
Saved in:
Cover Image
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - Norges Bank - 2009
uncertainty, model uncertainty and robust time varying model weights, are compared in terms of forecast accuracy and economic … S&P 500 index, time varying model weights provide improved forecasts with substantial economic gains in an investment …
Persistent link: https://www.econbiz.de/10004985513
Saved in:
Cover Image
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - Tinbergen Institute - 2009
uncertainty, model uncertainty and robust time varying model weights, are compared in terms of forecast accuracy and economic … returns on the S&P 500 index, time varying model weights provide improved forecasts with substantial economic gains in an …
Persistent link: https://www.econbiz.de/10004964452
Saved in:
Cover Image
Forecast accuracy and economic gains from Bayesian model averaging using time varying weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - 2009
uncertainty, model uncertainty and robust time varying model weights, are compared in terms of forecast accuracy and economic … returns on the S&P 500 index, time varying model weights provide improved forecasts with substantial economic gains in an …
Persistent link: https://www.econbiz.de/10011378346
Saved in:
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