Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (Q3065508): Difference between revisions

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Latest revision as of 15:24, 3 July 2024

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Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
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    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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