Forecast Combination and Model Averaging Using Predictive Measures (Q5292353): Difference between revisions
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scientific article; zbMATH DE number 5165866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecast Combination and Model Averaging Using Predictive Measures |
scientific article; zbMATH DE number 5165866 |
Statements
Forecast Combination and Model Averaging Using Predictive Measures (English)
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20 June 2007
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Bayesian model averaging
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inflation rate
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partial Bayes factor
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predictive likelihood
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training sample
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uninformative priors
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