Model Switching and Model Averaging in Time-Varying Parameter Regression Models (Q5133542)

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scientific article; zbMATH DE number 7272421
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Model Switching and Model Averaging in Time-Varying Parameter Regression Models
scientific article; zbMATH DE number 7272421

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    Model Switching and Model Averaging in Time-Varying Parameter Regression Models (English)
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    10 November 2020
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    model switching
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    forecast combination
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    switching state space model
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    inflation forecasting
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