Dynamic model averaging in large model spaces using dynamic Occam's window
Luca Onorante, Adrian E. Raftery
| Year of publication: |
January 2016
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|---|---|
| Authors: | Onorante, Luca ; Raftery, Adrian E. |
| Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 81.2016, p. 2-14
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| Subject: | Bayesian model averaging | Model uncertainty | Nowcasting | Occam's window | Econometric Modelling | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Dynamische Wirtschaftstheorie | Economic dynamics | Makroökonometrie | Macroeconometrics | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.euroecorev.2015.07.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011742038