Bayesian Forecasting with Highly Correlated Predictors
Year of publication: |
2012-11
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Authors: | Korobilis, Dimitris |
Institutions: | Rimini Centre for Economic Analysis (RCEA) |
Subject: | Bayesian semiparametric selection | Dirichlet process prior | correlated predictors | clustered coefficients |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C11 - Bayesian Analysis ; C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
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