Forecast combination and model averaging using predictive measures

Econometric Reviews

Volumn 26, Issue 2-4, 2007, Pages 329-363

  Eklund, Jana ^a   Karlsson, Sune ^b  

^a STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

^b ÖREBRO UNIVERSITY   (Sweden)

Author keywords

Bayesian model averaging; Inflation rate; Partial Bayes factor; Predictive likelihood; Training sample; Uninformative priors

Indexed keywords

EID: 34248174989     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930701220550     Document Type: Article

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