Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - Tinbergen Instituut - 2013
This discussion paper resulted in a publication in the 'Journal of Statistical Software' (forthcoming).<P> This paper presents the Matlab package DeCo (Density Combination) which is based on the paper by Billio et al. (2013) where a constructive Bayesian approach is presented for combining...</p>
