Forecast Combination and Model Averaging Using Predictive Measures (Q5292353)

From MaRDI portal
scientific article; zbMATH DE number 5165866
Language Label Description Also known as
English
Forecast Combination and Model Averaging Using Predictive Measures
scientific article; zbMATH DE number 5165866

    Statements

    Forecast Combination and Model Averaging Using Predictive Measures (English)
    0 references
    0 references
    0 references
    20 June 2007
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Bayesian model averaging
    0 references
    inflation rate
    0 references
    partial Bayes factor
    0 references
    predictive likelihood
    0 references
    training sample
    0 references
    uninformative priors
    0 references
    0 references