Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
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Publication:685915
Cites work
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- Combining Probability Distributions from Dependent Information Sources
- Comparison of alternative functional forms in production
- Estimating the dimension of a model
Cited in
(52)- Benchmark priors for Bayesian model averaging.
- Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model
- The power of tests of predictive ability in the presence of structural breaks
- VAR forecasting under misspecification
- Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm
- Model averaging, asymptotic risk, and regressor groups
- Bayesian solutions to graduate admissions and related selection problems
- Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates
- Nonparametric seemingly unrelated regression
- Bayesian analysis of long memory and persistence using ARFIMA models
- Generalizing the standard product rule of probability theory and Bayes's theorem
- Dynamic prediction pools: an investigation of financial frictions and forecasting performance
- Bayesian model averaging and exchange rate forecasts
- A discussion of parameter and model uncertainty in insurance
- Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
- A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data
- An algorithm to estimate time-varying parameter SURE models under different types of restriction
- Forecasting with temporal hierarchies
- Forecasting with nonstationary dynamic factor models
- Forecasting in dynamic factor models using Bayesian model averaging
- Testing for stationarity in series with a shift in the mean. A Fredholm approach
- Sir Clive W. J. Granger's contributions to forecasting
- Combining inflation density forecasts
- Two-Stage Bayesian Model Averaging in Endogenous Variable Models
- Optimal forecast combinations under general loss functions and forecast error distributions
- Extremely randomized neural networks for constructing prediction intervals
- Bayesian model selection and prediction with empirical applications
- Bayes factors and nonlinearity: Evidence from economic time series
- Robust forecast combinations
- A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
- Bootstrap confidence bands for shrinkage estimators
- Testing for integration using evolving trend and seasonals models: A Bayesian approach.
- Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
- Beta-product dependent Pitman-Yor processes for Bayesian inference
- Large Hybrid Time-Varying Parameter VARs
- Explaining consumer choice through neural networks: the stacked generalization approach
- Forecasting the term structure of government bond yields
- Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+
- Optimal forecasting accuracy using Lp-norm combination
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics
- Least-squares forecast averaging
- Economic variable selection
- Forecasting with factor-augmented regression: a frequentist model averaging approach
- Forecasting time series of economic processes by model averaging across data frames of various lengths
- Flow of conjunctural information and forecast of euro area economic activity
- Comparing and choosing between two models with a third model in background
- Inference and prediction in a multiple-structural-break model
- A note on linear combination of predictors
- Forecast Combination and Model Averaging Using Predictive Measures
- Predictive ability with cointegrated variables
- Some Recent Developments in Econometric Inference
- Testing parameter constancy in linear models against stochastic stationary parameters
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