Pages that link to "Item:Q685915"
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The following pages link to Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates (Q685915):
Displayed 50 items.
- Forecasting the term structure of government bond yields (Q94953) (← links)
- The power of tests of predictive ability in the presence of structural breaks (Q261880) (← links)
- VAR forecasting under misspecification (Q265016) (← links)
- Generalizing the standard product rule of probability theory and Bayes's theorem (Q277149) (← links)
- Dynamic prediction pools: an investigation of financial frictions and forecasting performance (Q281046) (← links)
- Bayesian model averaging and exchange rate forecasts (Q299226) (← links)
- Least-squares forecast averaging (Q299227) (← links)
- Beta-product dependent Pitman-Yor processes for Bayesian inference (Q469570) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Inference and prediction in a multiple-structural-break model (Q737962) (← links)
- Robust forecast combinations (Q738116) (← links)
- An algorithm to estimate time-varying parameter SURE models under different types of restriction (Q951875) (← links)
- Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)
- Bootstrap confidence bands for shrinkage estimators (Q1305664) (← links)
- Bayes factors and nonlinearity: Evidence from economic time series (Q1305670) (← links)
- A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (Q1362024) (← links)
- Bayesian analysis of long memory and persistence using ARFIMA models (Q1362033) (← links)
- Comparing and choosing between two models with a third model in background (Q1362492) (← links)
- Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
- Nonparametric seemingly unrelated regression (Q1586549) (← links)
- Testing for integration using evolving trend and seasonals models: A Bayesian approach. (Q1586560) (← links)
- Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model (Q1728672) (← links)
- Forecasting with temporal hierarchies (Q1754013) (← links)
- Explaining consumer choice through neural networks: the stacked generalization approach (Q1869684) (← links)
- Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models (Q1899236) (← links)
- Bayesian model selection and prediction with empirical applications (Q1899250) (← links)
- A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data (Q1918157) (← links)
- A note on linear combination of predictors (Q1977633) (← links)
- Optimal forecasting accuracy using Lp-norm combination (Q2168554) (← links)
- Forecasting with nonstationary dynamic factor models (Q2439045) (← links)
- Bayesian solutions to graduate admissions and related selection problems (Q2439086) (← links)
- Optimal forecast combinations under general loss functions and forecast error distributions (Q2439089) (← links)
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics (Q2445741) (← links)
- (Q2971498) (← links)
- Flow of conjunctural information and forecast of euro area economic activity (Q2997944) (← links)
- Forecasting in dynamic factor models using Bayesian model averaging (Q3023038) (← links)
- Combining inflation density forecasts (Q3065506) (← links)
- Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (Q3065508) (← links)
- Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates (Q3065520) (← links)
- Model averaging, asymptotic risk, and regressor groups (Q4586211) (← links)
- Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm (Q4607391) (← links)
- Some Recent Developments in Econometric Inference (Q4805313) (← links)
- Two-Stage Bayesian Model Averaging in Endogenous Variable Models (Q5080440) (← links)
- Forecasting time series of economic processes by model averaging across data frames of various lengths (Q5106992) (← links)
- Forecast Combination and Model Averaging Using Predictive Measures (Q5292353) (← links)
- Benchmark priors for Bayesian model averaging. (Q5928977) (← links)
- A discussion of parameter and model uncertainty in insurance (Q5938033) (← links)
- Predictive ability with cointegrated variables (Q5952956) (← links)
- Extremely randomized neural networks for constructing prediction intervals (Q6055139) (← links)
- Economic variable selection (Q6059429) (← links)