Prediction with misspecified models
Year of publication: |
2012
|
---|---|
Authors: | Geweke, John ; Amisano, Gianni |
Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 102.2012, 3, p. 482-486
|
Subject: | Modellierung | Scientific modelling | Theorie | Theory | Prognoseverfahren | Forecasting model |
-
The use of prior information in forecast combination
Diebold, Francis X., (1990)
-
Model uncertainty, the Lucas Critique and robustness in a core inflation model
Kemball-Cook, David, (1989)
-
Modelling techniques for financial markets and bank management
Bertocchi, Marida, (1996)
- More ...
-
Hierarchical Markov normal mixture models with applications to financial asset returns
Geweke, John, (2007)
-
Comparing and evaluating Bayesian predictive distributions of assets returns
Geweke, John, (2008)
-
Geweke, John, (2009)
- More ...