๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

VAR Forecasting Using Bayesian Variable Selection

โœ Scribed by Dimitris Korobilis


Book ID
112117308
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
244 KB
Volume
28
Category
Article
ISSN
0883-7252

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Bayesian consensus forecasts of macroeco
โœ Carson E. Agnew ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 848 KB

Economists, like other forecasters, share knowledge, data and theories in common. Consequently, their forecast errors are likely to be highly dependent. This paper reports on an empirical study of 16 macroeconomic forecasters. Composite forecasts are computed using a sequential weighting scheme that