Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (Q3065508)
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scientific article; zbMATH DE number 5833026
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| English | Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights |
scientific article; zbMATH DE number 5833026 |
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Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (English)
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6 January 2011
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forecast combination
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Bayesian model averaging
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time-varying model weights
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portfolio optimization
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business cycle
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0.88472027
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0.8823781
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0.87732035
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0.87613547
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