Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis
Work
Year: 2011
Type: article
Abstract: ABSTRACT In this study we evaluate the forecast performance of model‐averaged forecasts based on the predictive likelihood carrying out a prior sensitivity analysis regarding Zellner's g prior. The ma... more
Source: Journal of Forecasting
Author Martin Feldkircher
Institution National Bank of Austria
Cites: 35
Cited by: 38
Related to: 10
FWCI: 4.36
Citation percentile (by year/subfield): 91.72
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: green