Forecast Combination and Bayesian Model
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Martin Feldkircher
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Article
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2011
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John Wiley and Sons
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English
β 254 KB
π 1 views
## ABSTRACT In this study we evaluate the forecast performance of modelβaveraged forecasts based on the predictive likelihood carrying out a prior sensitivity analysis regarding Zellner's __g__ prior. The main results are fourfold. First, the predictive likelihood does always better than the tradit