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A Bayesian Re-Interpretation of "significant" empirical financial research
Kellner, Ralf; Rösch, Daniel - In: Finance research letters 38 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012485268
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Density forecast combinations: The real-time dimension
McAdam, Peter; Warne, Anders - 2020
Density forecast combinations are examined in real-time using the log score to compare five methods: fixed weights, static and dynamic prediction pools, as well as Bayesian and dynamic model averaging. Since real-time data involves one vintage per time period and are subject to revisions, the...
Persistent link: https://www.econbiz.de/10012422040
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Model averaging for nonlinear regression models
Feng, Yang; Liu, Qingfeng; Yao, Qingsong; Zhao, Guoqing - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 785-798
Persistent link: https://www.econbiz.de/10013534503
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Optimal local model averaging for divergent-dimensional functional-coefficient regressions
Sun, Yuying; Hong, Shaoxin; Cai, Zongwu - 2023
Persistent link: https://www.econbiz.de/10014414241
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Model averaging for global Frechet regression
Kurisu, Daisuke; Otsu, Taisuke - 2023
Persistent link: https://www.econbiz.de/10014430121
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Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi - In: Journal of econometrics 235 (2023) 1, pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
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Model averaging prediction by K-fold cross-validation
Zhang, Xinyu; Liu, Chu-An - In: Journal of econometrics 235 (2023) 1, pp. 280-301
Persistent link: https://www.econbiz.de/10014434415
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Addressing endogeneity when estimating stochastic ray production frontiers : a Bayesian approach
Tsionas, Efthymios G.; Izzeldin, Marwan; Henningsen, Arne; … - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1345-1363
Persistent link: https://www.econbiz.de/10012819534
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Determinants of bilateral FDI positions : empirical insights from ECS using model averaging techniques
Behera, Pragyanrani; Mishra, Bikash Ranjan - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 3, pp. 710-726
Persistent link: https://www.econbiz.de/10012821600
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Heteroscedasticity-robust C p model averaging
Liu, Qingfeng; Okui, Ryo - In: The econometrics journal 16 (2013) 3, pp. 463-472
Persistent link: https://www.econbiz.de/10010253631