The following pages link to Optimal prediction pools (Q738000):
Displaying 46 items.
- Complete subset regressions (Q134090) (← links)
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640) (← links)
- Dynamic prediction pools: an investigation of financial frictions and forecasting performance (Q281046) (← links)
- Combining predictive distributions (Q351688) (← links)
- An algorithm for constructing high dimensional distributions from distributions of lower dimension (Q397919) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Confronting model misspecification in macroeconomics (Q528093) (← links)
- A MIDAS approach to modeling first and second moment dynamics (Q726588) (← links)
- Comment on article by Windle and Carvalho (Q899054) (← links)
- Using stacking to average Bayesian predictive distributions (with discussion) (Q1631589) (← links)
- A note on predictive densities based on composite likelihood methods (Q1640648) (← links)
- Taking financial frictions to the data (Q1656761) (← links)
- CES technology and business cycle fluctuations (Q1657435) (← links)
- Predicting the yield curve using forecast combinations (Q1659103) (← links)
- Combining different models (Q1702881) (← links)
- Dynamic Bayesian predictive synthesis in time series forecasting (Q1740347) (← links)
- Forecast density combinations of dynamic models and data driven portfolio strategies (Q1740348) (← links)
- DSGE models with observation-driven time-varying volatility (Q1788013) (← links)
- Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
- Structured ambiguity and model misspecification (Q2067388) (← links)
- Analyzing cross-validation for forecasting with structural instability (Q2074617) (← links)
- Deviance information criterion for latent variable models and misspecified models (Q2173191) (← links)
- Optimal asset allocation with multivariate Bayesian dynamic linear models (Q2179969) (← links)
- Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles (Q2212816) (← links)
- Optimal combinations of stochastic frontier and data envelopment analysis models (Q2240014) (← links)
- The effects of conventional and unconventional monetary policy on forecasting the yield curve (Q2291799) (← links)
- Large-scale portfolio allocation under transaction costs and model uncertainty (Q2323379) (← links)
- Accelerating score-driven time series models (Q2330723) (← links)
- Generalised density forecast combinations (Q2354855) (← links)
- Forecasting electricity demand in Japan: a Bayesian spatial autoregressive ARMA approach (Q2445727) (← links)
- Large time-varying parameter VARs (Q2453080) (← links)
- Time-varying combinations of predictive densities using nonlinear filtering (Q2453082) (← links)
- Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
- Infinite Markov pooling of predictive distributions (Q2673184) (← links)
- Efficient Bayesian Multivariate Surface Regression (Q2868862) (← links)
- Robust risk measurement and model risk (Q2879011) (← links)
- Bayesian Nonparametric Calibration and Combination of Predictive Distributions (Q4962434) (← links)
- Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting (Q5120648) (← links)
- Estimating Uncertainties Using Judgmental Forecasts with Expert Heterogeneity (Q5131463) (← links)
- Volatility prediction based on scheduled macroeconomic announcements (Q5256378) (← links)
- Bayesian artificial neural networks for frontier efficiency analysis (Q6054400) (← links)
- Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects (Q6090566) (← links)
- On the aggregation of probability assessments: regularized mixtures of predictive densities for eurozone inflation and real interest rates (Q6090580) (← links)
- Model averaging for asymptotically optimal combined forecasts (Q6108268) (← links)
- Linex and double-linex regression for parameter estimation and forecasting (Q6115564) (← links)
- Maximum likelihood estimation for non-stationary location models with mixture of normal distributions (Q6193025) (← links)
