Bayesian model averaging and exchange rate forecasts (Q299226): Difference between revisions

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+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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+F15
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+J07
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@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
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+6596372
@@ Property / zbMATH DE Number: 6596372 / rank @@
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@@ Property / zbMATH Keywords @@
+shrinkage
@@ Property / zbMATH Keywords: shrinkage / rank @@
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@@ Property / zbMATH Keywords @@
+model uncertainty
@@ Property / zbMATH Keywords: model uncertainty / rank @@
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@@ Property / zbMATH Keywords @@
+forecasting
@@ Property / zbMATH Keywords: forecasting / rank @@
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@@ Property / zbMATH Keywords @@
+exchange rates
@@ Property / zbMATH Keywords: exchange rates / rank @@
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@@ Property / zbMATH Keywords @@
+bootstrap
@@ Property / zbMATH Keywords: bootstrap / rank @@
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+Publication
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+https://doi.org/10.1016/j.jeconom.2008.08.012
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+W2126584287
@@ Property / OpenAlex ID: W2126584287 / rank @@
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@@ Property / cites work @@
+Comparing dynamic equilibrium models to data: a Bayesian approach
+Normal rank
@@ Property / cites work @@
+Frequentist Model Average Estimators
@@ Property / cites work: Frequentist Model Average Estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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@@ Property / cites work @@
+Bayes Factors
@@ Property / cites work: Bayes Factors / rank @@
+Normal rank
@@ Property / cites work @@
+Q4164707
@@ Property / cites work: Q4164707 / rank @@
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@@ Property / cites work @@
+A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
+Normal rank
@@ Property / cites work @@
+Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
+Normal rank
@@ Property / cites work @@
+Bayesian Model Averaging for Linear Regression Models
+Normal rank
@@ Property / cites work @@
+Forecasting Using Principal Components From a Large Number of Predictors
+Normal rank
@@ Property / cites work @@
+Q5659019
@@ Property / cites work: Q5659019 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:299226