Dynamic Bayesian predictive synthesis in time series forecasting
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Publication:1740347
DOI10.1016/j.jeconom.2018.11.010zbMath1452.62697arXiv1601.07463OpenAlexW2312404966WikidataQ128958474 ScholiaQ128958474MaRDI QIDQ1740347
Publication date: 30 April 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.07463
Bayesian forecastingmacroeconomic forecastingagent opinion analysisdensity forecast combinationdynamic latent factors models
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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Uses Software
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