Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (Q3065508): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 10:31, 5 March 2024
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)
0 references
6 January 2011
0 references
forecast combination
0 references
Bayesian model averaging
0 references
time-varying model weights
0 references
portfolio optimization
0 references
business cycle
0 references