Model Switching and Model Averaging in Time-Varying Parameter Regression Models (Q5133542)
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scientific article; zbMATH DE number 7272421
Language | Label | Description | Also known as |
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English | 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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