Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era
Kurt F. Lewis and Charles H. Whiteman
| Year of publication: |
2015
|
|---|---|
| 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 | Theorie | Theory | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011305372