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Forecast Combination and Model Averaging Using Predictive Measures - MaRDI portal

Forecast Combination and Model Averaging Using Predictive Measures (Q5292353)

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scientific article; zbMATH DE number 5165866
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Forecast Combination and Model Averaging Using Predictive Measures
scientific article; zbMATH DE number 5165866

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    Forecast Combination and Model Averaging Using Predictive Measures (English)
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    20 June 2007
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    Bayesian model averaging
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    inflation rate
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    partial Bayes factor
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    predictive likelihood
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    training sample
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    uninformative priors
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