Forecast Combination and Model Averaging Using Predictive Measures (Q5292353): Difference between revisions

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Latest revision as of 10:17, 26 June 2024

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

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    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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