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Bayesian forecasting
Geweke, John; Whiteman, Charles H. - 2006
Persistent link: https://www.econbiz.de/10003338386
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Bayesian prediction, entropy, and option pricing
Foster, F. Douglas; Whiteman, Charles H. - In: Australian journal of management 31 (2006) 2, pp. 181-205
Persistent link: https://www.econbiz.de/10003437474
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Empirical Bayesian density forecasting in lowa and shrinkage for the Monte Carlo era
Lewis, Kurt F.; Whiteman, Charles H. - 2006
The track record of a sixteen-year history of density forecasts of state tax revenue in Iowa is studied, and potential improvements sought through a search for better performing priors similar to that conducted two decades ago for point forecasts by Doan, Litterman, and Sims (Econometric...
Persistent link: https://www.econbiz.de/10003376427
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Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era
Lewis, Kurt F.; Whiteman, Charles H. - In: Journal of forecasting 34 (2015) 1, pp. 15-35
Persistent link: https://www.econbiz.de/10011305372
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Empirical Bayesian density forecasting in lowa and shrinkage for the Monte Carlo era
Lewis, Kurt F. (contributor);  … - 2006
The track record of a sixteen-year history of density forecasts of state tax revenue in Iowa is studied, and potential improvements sought through a search for better performing priorsʺ similar to that conducted two decades ago for point forecasts by Doan, Litterman, and Sims (Econometric...
Persistent link: https://www.econbiz.de/10003363860
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Empirical Bayesian Density Forecasting in Iowa and Shrinkage for the Monte Carlo Era
Lewis, Kurt F. - 2016
Persistent link: https://www.econbiz.de/10012991184