Forecasting with model uncertainty : representations and risk reduction
Year of publication: |
March 2017
|
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Authors: | Hirano, Keisuke ; Wright, Jonathan H. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 85.2017, 2, p. 617-643
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Subject: | Model choice | out-of-sample | bagging | shrinkage | Rao-Blackwell theorem | Theorie | Theory | Prognoseverfahren | Forecasting model | Risiko | Risk | Modellierung | Scientific modelling | Entscheidung unter Unsicherheit | Decision under uncertainty |
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