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Predictive density combination using a tree-based synthesis function

Chernis, Tony; Hauzenberger, Niko; Huber, Florian; … - 2023 - Last updated: December 28, 2023

Bayesian predictive synthesis (BPS) is a method of combining predictive distributions based on agent opinion analysis theory, which encompasses many common approaches to combining density forecasts. The key ingredient in BPS is a synthesis function. This is typically specified parametrically as...

Persistent link: https://www.econbiz.de/10014457607

Recent progress in applied Bayesian econometrics

Koop, Gary - In: Journal of economic surveys 8 (1994) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10001156255

Bayesian econometric methods

Chan, Joshua; Koop, Gary; Poirier, Dale J.; Tobias, … - 2020 - Second edition

"The past two decades have seen econometrics grow into a vast discipline. Many different branches of the subject now …

Persistent link: https://www.econbiz.de/10012004945

Bayesian econometrics

Koop, Gary - 2003

Bayesian Econometrics introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced … undergraduate or graduate level. The book is self-contained and does not require previous training in econometrics. The focus is on … computational skills of modern Bayesian econometrics can be found at: www.wiley.co.uk/koopbayesian …