Pages that link to "Item:Q3023038"
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The following pages link to Forecasting in dynamic factor models using Bayesian model averaging (Q3023038):
Displaying 19 items.
- Rolling window selection for out-of-sample forecasting with time-varying parameters (Q341889) (← links)
- Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing (Q1705542) (← links)
- Least squares model averaging based on generalized cross validation (Q2046232) (← links)
- Tight risk bound for high dimensional time series completion (Q2137821) (← links)
- High-dimensional VAR with low-rank transition (Q2195856) (← links)
- Methods for computing marginal data densities from the Gibbs output (Q2440391) (← links)
- Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
- Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models (Q2691713) (← links)
- Forecasting inflation in Mongolia: a dynamic model averaging approach (Q2693371) (← links)
- Quantile regression models with factor‐augmented predictors and information criterion (Q3018487) (← links)
- Model selection for generalized linear models with factor-augmented predictors (Q3077468) (← links)
- FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING* (Q4620017) (← links)
- Stock return predictability: A factor-augmented predictive regression system with shrinkage method (Q5034238) (← links)
- A Predictive Approach for Selection of Diffusion Index Models (Q5080438) (← links)
- Evidence for hedge fund predictability from a multivariate Student's<i>t</i>full-factor GARCH model (Q5127039) (← links)
- A Bayesian multiple structural change regression model with autocorrelated errors (Q5138116) (← links)
- Learning, Structural Instability, and Present Value Calculations (Q5292350) (← links)
- Forecast Combination and Model Averaging Using Predictive Measures (Q5292353) (← links)
- Bayesian Model Averaging: A Systematic Review and Conceptual Classification (Q6086545) (← links)
