Essays on forecasting and Bayesian model averaging
This thesis, which consists of four chapters, focuses on forecasting in a data-rich environment and related computational issues. Chapter 1, “An embarrassment of riches: Forecasting using large panels” explores the idea of combining forecasts from various indicator models by using Bayesian model ave...
Main Author: | Eklund, Jana |
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Format: | Doctoral Thesis |
Language: | English |
Published: |
Handelshögskolan i Stockholm, Ekonomisk Statistik (ES)
2006
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Subjects: | |
Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-490 http://nbn-resolving.de/urn:isbn:91-7258-710-5 |
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