Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (Q3065508)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights |
scientific article |
Statements
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (English)
0 references
6 January 2011
0 references
forecast combination
0 references
Bayesian model averaging
0 references
time-varying model weights
0 references
portfolio optimization
0 references
business cycle
0 references
0 references
