Density forecasting through disaggregation
Year of publication: |
2011
|
---|---|
Authors: | Kim, Kun Ho |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 27.2011, 2, p. 394-412
|
Publisher: |
Elsevier |
Subject: | Density forecast | Revised expectations model | Disaggregation | Hierarchical model | Shrinkage effect | Bayesian MCMC |
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