Combining large numbers of density predictions with Bayesian predictive synthesis
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Cites work
- Achieving shrinkage in a time-varying parameter model framework
- Bayesian inference in the social sciences
- Combined Density Nowcasting in an Uncertain Economic Environment
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- Efficient simulation and integrated likelihood estimation in state space models
- Gaussian Markov Random Fields
- Generating generalized inverse Gaussian random variates
- Hierarchical shrinkage in time-varying parameter models
- scientific article; zbMATH DE number 410130 (Why is no real title available?)
- scientific article; zbMATH DE number 2063756 (Why is no real title available?)
- Inference with normal-gamma prior distributions in regression problems
- Mixed-frequency Bayesian predictive synthesis for economic nowcasting
- Multivariate Bayesian predictive synthesis in macroeconomic forecasting
- On the aggregation of probability assessments: regularized mixtures of predictive densities for eurozone inflation and real interest rates
- Optimal prediction pools
- Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil
- Simulation smoothing for state-space models: a computational efficiency analysis
- Stochastic model specification search for Gaussian and partial non-Gaussian state space models
- Strictly Proper Scoring Rules, Prediction, and Estimation
- The horseshoe estimator for sparse signals
- The illusion of the illusion of sparsity: an exercise in prior sensitivity
- Time series. Modeling, computation, and inference.
- Time-varying combinations of predictive densities using nonlinear filtering
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