Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
Lennart Hoogerheide, Richard Kleijn, Francesco Ravazzolo, Herman K. Van Dijk, Marno VerbeekVolume:
29
Year:
2010
Language:
english
Pages:
19
DOI:
10.1002/for.1145
File:
PDF, 440 KB
english, 2010