Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis

DOI10.1002/for.1228zbMath1397.62338OpenAlexW1953770855MaRDI QIDQ4687266

Martin Feldkircher

Publication date: 11 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/71846

zbMATH Keywords

model uncertaintypredictive likelihoodmedian probability model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

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