Focused Bayesian prediction-Reference-Cited by-同舟云学术

Focused Bayesian prediction

Published:2021-05-09 Issue:5 Volume:36 Page:517-543
ISSN:0883-7252
Container-title:Journal of Applied Econometrics
language:en
Short-container-title:J of Applied Econometrics

Author:

Loaiza‐Maya Ruben¹,Martin Gael M.¹,Frazier David T.¹

Affiliation:

1. Department of Econometrics and Business Statistics Monash University and Australian Centre of Excellence in Mathematics and Statistics Melbourne Victoria Australia

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2810

Reference62 articles.

1. The evolution of forecast density combinations in economics;Aastveit K. A.;Oxford Research Encyclopedias: Economics and Finance,2019

2. Combined Density Nowcasting in an Uncertain Economic Environment

3. A class of distributions which includes the normal ones;Azzalini A.;Scandinavian Journal of Statistics,1985

4. Bayesian Nonparametric Calibration and Combination of Predictive Distributions

5. Forecast density combinations of dynamic models and data driven portfolio strategies

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