المؤلفون: Casarin R., Grassi S., Ravazzolo F., van Dijk H. K.

المساهمون: Casarin, R., Grassi, S., Ravazzolo, F., van Dijk, H. K.

مصطلحات موضوعية: Density combination, Large set of predictive densities, Dynamic factor models, Nonlinear state-space, Bayesian inference, Settore SECS-P/05 - Econometria, Settore SECS-S/03 - Statistica Economica, Settore ECON-05/A - Econometria, Settore STAT-02/A - Statistica economica

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:001109754700001; volume:1; issue:2; firstpage:1; lastpage:27; numberofpages:27; journal:JOURNAL OF ECONOMETRICS; https://hdl.handle.net/10278/5023840

الاتاحة: https://hdl.handle.net/10278/5023840
https://doi.org/10.1016/j.jeconom.2022.11.004

المؤلفون: Casarin, Roberto, Grassi, Stefano, Ravazzolo, Francesco, van Dijk, Herman

مصطلحات موضوعية: ddc:330, C11, C15, C53, E37, Density Combination, Large Set of Predictive Densities, Dynamic Factor Models, Nonlinear state-space, Bayesian Inference

Relation: Series: Tinbergen Institute Discussion Paper; No. TI 2022-013/III; gbv-ppn:1789688477; http://hdl.handle.net/10419/263933; RePEc:tin:wpaper:20220013

الاتاحة: http://hdl.handle.net/10419/263933

المؤلفون: Casarin, Roberto, Grassi, Stefano, Ravazzolo, Francesco, van Dijk, Herman K.

مصطلحات موضوعية: ddc:330, C11, C15, C53, E37, Density Combination, Large Set of Predictive Densities, Dynamic Factor Models, Nonlinear state-space, Bayesian Inference

Relation: Series: Tinbergen Institute Discussion Paper; No. TI 2022-053/III; gbv-ppn:1813966826; http://hdl.handle.net/10419/263973; RePEc:tin:wpaper:20220053

الاتاحة: http://hdl.handle.net/10419/263973

المؤلفون: Casarin, Roberto, Grassi, Stefano, Ravazzolo, Francesco, van Dijk, Herman K.

مصطلحات موضوعية: ddc:330, E37, C15, C11, C53, Density Combination, Large Set of Predictive Densities, Compositional Factor Models, Nonlinear State Space, Bayesian Inference

Relation: Series: Tinbergen Institute Discussion Paper; No. TI 2021-016/III; gbv-ppn:1748713949; http://hdl.handle.net/10419/237749; RePEc:tin:wpaper:20210016

الاتاحة: http://hdl.handle.net/10419/237749

المؤلفون: Roberto Casarin, Stefano Grassi, Francesco Ravazzolo, Herman K. van Dijk

مصطلحات موضوعية: Economics and Econometrics, Nonlinear state-space, Applied Mathematics, Large set of predictive densities, Bayesian inference, Settore SECS-S/03 - Statistica Economica, Settore SECS-P/05 - Econometria, Density combination, Density combination, Large set of predictive densities, Dynamic factor models, Nonlinear state-space, Bayesian inference, Dynamic factor models

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5e9b86c02d9b2a3a5a94460d512ea44e
https://hdl.handle.net/10278/5023840

المؤلفون: Casarin, Roberto, Grassi, Stefano, Ravazzolo, Francesco, van Dijk, Herman K.

الاتاحة: https://hdl.handle.net/11250/3091961

المؤلفون: Casarin, Roberto, Grassi, Stefano, Ravazzolo, Francesco, van Dijk, Herman K.

الاتاحة: http://hdl.handle.net/11250/2495862

المؤلفون: Casarin, R. (Roberto), Grassi, S. (Stefano), Ravazzolo, F. (Francesco), Dijk, H.K. (Herman) van

مصطلحات موضوعية: Density Combination, Large Set of Predictive Densities, Compositional Factor Models, Nonlinear State Space, Bayesian Inference, GPU Computing

وصف الملف: application/pdf

Relation: info:eu-repo/grantAgreement/EC/FP7/320270; http://repub.eur.nl/pub/78461; urn:hdl:1765/78461

الاتاحة: http://repub.eur.nl/pub/78461

المؤلفون: Roberto Casarin, Stefano Grassi, Francesco Ravazzolo, H. K. van Dijk

مصطلحات موضوعية: 010104 statistics & probability, jel:C53, 0502 economics and business, 05 social sciences, 050207 economics, 0101 mathematics, jel:C11, 01 natural sciences, jel:E37, jel:C15, Density Combination, Large Set of Predictive Densities, Compositional Factor Models, Nonlinear State Space, Bayesian Inference, GPU Computing

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c33b428584072f05e8f5d626f01fde84
http://papers.tinbergen.nl/15084.pdf

المؤلفون: Casarin, R., Grassi, S., Ravazzolo, F., van Dijk, H.K.

المساهمون: Econometrics and Operations Research

المصدر: Casarin, R, Grassi, S, Ravazzolo, F & van Dijk, H K 2015 ' Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance ' TI Discussion Paper, no. 15-084/III, Tinbergen Institute, Amsterdam . < http://papers.tinbergen.nl/15084.pdf >

مصطلحات موضوعية: nonlinear state space, E37, jel:C53, Bayesian inference, jel:C11, GPU computing, compositional factor models, jel:E37, large set of predictive densities, jel:C15, Samfunnsvitenskap: 200::Økonomi: 210::Samfunnsøkonomi: 212 [VDP], JEL: C11, JEL: C53, ddc:330, C15, C53, JEL: E37, C11, JEL: C15, density combination

URL الوصول: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::ea5cd81b7a3094cd1e6c2bce2e7b3e75
https://research.vu.nl/en/publications/a017f43a-9612-43cb-9c51-4b1d324360bb