Forecasting in dynamic factor models using Bayesian model averaging (Q3023038): Difference between revisions
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Revision as of 10:24, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting in dynamic factor models using Bayesian model averaging |
scientific article |
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Forecasting in dynamic factor models using Bayesian model averaging (English)
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4 July 2005
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diffusion index
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Markov chain Monte Carlo model composition
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reference prior
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