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

DOI10.1002/ASMB.621MaRDI QIDQ3439740zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 192992 (Why is no real title available?)
• Bayesian forecasting and dynamic models.

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