Time-varying combinations of predictive densities using nonlinear filtering (Q2453082): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W3125775736 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area / rank
 
Normal rank
Property / cites work
 
Property / cites work: Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Online data processing: comparison of Bayesian regularized particle filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximately normal tests for equal predictive accuracy in nested models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Survey of Sequential Monte Carlo Methods for Economics and Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4819702 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Monte Carlo Methods in Practice / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3557989 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal prediction pools / rank
 
Normal rank
Property / cites work
 
Property / cites work: Handbook of economic forecasting. Volume 1 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strictly Proper Scoring Rules, Prediction, and Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4272785 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasts of US short-term interest rates: a flexible forecast combination approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least Squares Model Averaging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least-squares forecast averaging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian forecasting and dynamic models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian model averaging: A tutorial. (with comments and a rejoinder). / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4450674 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Combining inflation density forecasts / rank
 
Normal rank
Property / cites work
 
Property / cites work: FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING* / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Weight Choice for Frequentist Model Average Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2753033 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2753036 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic Prediction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4727203 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Inference about Predictive Ability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Combining Probability Distributions from Dependent Information Sources / rank
 
Normal rank

Latest revision as of 14:50, 8 July 2024

scientific article
Language Label Description Also known as
English
Time-varying combinations of predictive densities using nonlinear filtering
scientific article

    Statements

    Time-varying combinations of predictive densities using nonlinear filtering (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    6 June 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    density forecast combination
    0 references
    survey forecast
    0 references
    Bayesian filtering
    0 references
    sequential Monte Carlo
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references