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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
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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
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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
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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