Pages that link to "Item:Q299226"
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The following pages link to Bayesian model averaging and exchange rate forecasts (Q299226):
Displaying 14 items.
- Dynamic prediction pools: an investigation of financial frictions and forecasting performance (Q281046) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Bayesian averaging, prediction and nonnested model selection (Q738162) (← links)
- The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
- Sampling properties of the Bayesian posterior mean with an application to WALS estimation (Q2172003) (← links)
- Corrected Mallows criterion for model averaging (Q2291344) (← links)
- What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio (Q2346017) (← links)
- Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
- Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability (Q2869981) (← links)
- ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY (Q4634439) (← links)
- A Model-Averaging Approach for High-Dimensional Regression (Q4975348) (← links)
- Forecasting exchange rates using asymmetric losses: A Bayesian approach (Q5068088) (← links)
- Predicting daily highs and lows of exchange rates: a cointegration analysis (Q5123415) (← links)
- Model averaging for asymptotically optimal combined forecasts (Q6108268) (← links)
