## 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
β¦ LIBER β¦
Sensitivity of a Bayesian analysis to the prior distribution
β Scribed by Hill, S.D.; Spall, J.C.
- Book ID
- 114550525
- Publisher
- Institute of Electrical and Electronics Engineers
- Year
- 1994
- Weight
- 623 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0018-9472
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