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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

Endogenous term premia and anomalies in the term structure of interest rates : explaining the predictability smile

Roberds, William; Whiteman, Charles H. - 1996

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Bayesian forecasting

Geweke, John; Whiteman, Charles H. - 2006

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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

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

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Forecasting using relative entropy

Robertson, John C.; Tallman, Ellis W.; Whiteman, Charles H. - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 383-401

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A Bayesian approach to dynamic macroeconomics

DeJong, David Neil; Ingram, Beth Fisher; Whiteman, … - In: Journal of econometrics 98 (2000) 2, pp. 203-223

Persistent link: https://www.econbiz.de/10001497779

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

Forecasting using relative entropy

Robertson, John C.; Tallman, Ellis W.; Whiteman, Charles H. - 2002

Persistent link: https://www.econbiz.de/10001718049

Endogenous term premia and anomalies in the term structure of interest rates : explaining the predictability smile

Roberds, William; Whiteman, Charles H. - In: Journal of monetary economics 44 (1999) 3, pp. 555-580

Persistent link: https://www.econbiz.de/10001435017