Pages that link to "Item:Q3065508"
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The following pages link to Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (Q3065508):
Displaying 14 items.
- Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (Q904072) (← links)
- Dynamic Bayesian predictive synthesis in time series forecasting (Q1740347) (← links)
- Time-varying model averaging (Q2024462) (← links)
- Time-varying combinations of predictive densities using nonlinear filtering (Q2453082) (← links)
- A panel data approach to economic forecasting: the bias-corrected average forecast (Q2630076) (← links)
- Infinite Markov pooling of predictive distributions (Q2673184) (← links)
- Forecasting in dynamic factor models using Bayesian model averaging (Q3023038) (← links)
- FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING* (Q4620017) (← links)
- (Q4778914) (← links)
- Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting (Q5120648) (← links)
- A flexible predictive density combination for large financial data sets in regular and crisis periods (Q6090582) (← links)
- Model averaging for asymptotically optimal combined forecasts (Q6108268) (← links)
- Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil (Q6149865) (← links)
- Predictive model averaging with parameter instability and heteroskedasticity (Q6540716) (← links)
