The Bayesian method of moments (BMOM) in some aggregation problems in econometrics

DOI10.1002/ASMB.621zbMATH Open1114.62134OpenAlexW2066169718MaRDI QIDQ3439740FDOQ3439740

Authors: Enrique de Alba 

Publication date: 29 May 2007

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.621

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zbMATH Keywords

Bayesian method of momentsconditional forecastingaggregation problems

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites Work

• Title not available (Why is that?)
• Bayesian forecasting and dynamic models.

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