Forecast Combination and Model Averaging using Predictive Measures
Year of publication: |
2005
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Authors: | Eklund, Jana ; Karlsson, Sune |
Publisher: |
Stockholm : Sveriges Riksbank |
Subject: | Bayesian model averaging | Predictive likelihood | Partial Bayes factor | Training sample | Inflation rate |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 877328854 [GVK] hdl:10419/82428 [Handle] RePEc:hhs:rbnkwp:0191 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: |
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Forecast combination and model averaging using predictive measures
Eklund, Jana, (2005)
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Forecast Combination and Model Averaging using Predictive Measures
Eklund, Jana, (2005)
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Forecast Combination and Model Averaging Using Predictive Measures
Eklund, Jana, (2005)
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