Adaptive variable selection for sequential prediction in multivariate dynamic models (Q6198360)
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scientific article; zbMATH DE number 7808146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive variable selection for sequential prediction in multivariate dynamic models |
scientific article; zbMATH DE number 7808146 |
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Adaptive variable selection for sequential prediction in multivariate dynamic models (English)
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21 February 2024
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Bayesian forecasting
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decision analysis
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dynamic dependency network models
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dynamic linear models
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Gibbs model probabilities
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macroeconomic forecasting
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model averaging
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model structure uncertainty
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shotgun stochastic search
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