Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (Q3065508): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights |
scientific article |
Statements
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (English)
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6 January 2011
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forecast combination
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Bayesian model averaging
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time-varying model weights
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portfolio optimization
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business cycle
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