Forecasting in dynamic factor models using Bayesian model averaging (Q3023038): Difference between revisions

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+Determining the Number of Factors in Approximate Factor Models
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+Benchmark priors for Bayesian model averaging.
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+Tests of Conditional Predictive Ability
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+Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez
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+Frequentist Model Average Estimators
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+Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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+Are apparent findings of nonlinearity due to structural instability in economic time series?
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+Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
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+Q3748211
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