Forecasting in dynamic factor models using Bayesian model averaging (Q3023038)

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Forecasting in dynamic factor models using Bayesian model averaging
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    title
    Forecasting in dynamic factor models using Bayesian model averaging (English)
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    author
    Gary Koop
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    Simon M. Potter
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    publication date
    4 July 2005
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    Mathematics Subject Classification ID
    62F15
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    62P20
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    62M10
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    zbMATH DE Number
    2185920
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    zbMATH Keywords
    diffusion index
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    Markov chain Monte Carlo model composition
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    reference prior
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