Prediction with misspecified models

American Economic Review

Volumn 102, Issue 3, 2012, Pages 482-486

  Geweke, John ^a   Amisano, Gianni ^b  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

^b EUROPEAN CENTRAL BANK   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84863199197     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.102.3.482     Document Type: Conference Paper

References (8)

1. Bernardo, Jose M. 1979. "Expected Information as Expected Utility." The Annals of Statistics 7 (3): 686-90.
2. Geweke, John. 2005. Contemporary Bayesian Econometrics and Statistics. Englewood Cliffs, NJ: Wiley.
3. Geweke, John, and Gianni Amisano. 2011. "Optimal Prediction Pools." Journal of Econometrics 164 (1): 130-41.
4. Shuford, E. H., A. Albert, and H. E. Massengill. 1966. "Admissible Probability Measurement Procedures." Psychometrika 31 (2): 125-45.
5. Smets, Frank, and Rafael Wouters. 2007. "Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach." American Economic Review 97 (3): 586-606.
6. Stock, James, and Mark Watson. 2005. "Implications of Dynamic Factor Models for VAR Analysis." National Bureau of Economic Research Working Paper 11467.
7. Stone, M. 1961. "The Opinion Pool." Annals of Mathematical Statistics 32 (4): 1339-42.
8. Winkler, Robert L., and Allan H. Murphy. 1968. "'Good' Probability Assessors." Journal of Applied Meteorology 7: 751-58.