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DP9931 Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 智库出版物
2014
作者:  Domenico Giannone;  Marta Banbura;  Michele Lenza
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bayesian shrinkage  Conditional forecast  Dynamic factor model  Large cross-sections  Vector autoregression  
DP5289 Optimal Delegation 智库出版物
2005
作者:  Niko Matouschek;  Ricardo Alonso
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bootstrap aggregation  Bayesian model averaging  Forecast combination  Factor models  Shrinkage estimation  Forecast model selection  Pre-testing