Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era
Year of publication: |
2015
|
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Authors: | Lewis, Kurt F. ; Whiteman, Charles H. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 1, p. 15-35
|
Subject: | Bayesian density forecasting | entropic tilting | MN prior | robust forecasting | shrinkage | vector autoregression | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
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