Forecasting art prices with Bayesian models

MaRDI QIDQ5018934zbMATH OpenFDO

Authors

Publication date 27 December 2021

Full work available at URL http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/2381

zbMATH Keywords

art marketBayesian forecastingBayesian model averagingBMAdynamic model averaging DMAforecasting art prices

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

• Bayesian Model Averaging for Linear Regression Models
• Bayesian Model Averaging: A Systematic Review and Conceptual Classification
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Parameter tracking with partial forgetting method

Cited in

(6)

• Reconsidering hedonic art price indexes
• Econometric analysis of volatile art markets
• An ordinal regression approach for analyzing consumer preferences in the art market
• Forecasting accuracy of behavioural models for participation in the arts
• How well do selection models perform? Assessing the acuracy of art auction pre-sale estimates
• A multilevel model with autoregressive components for the analysis of tribal art prices

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