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Recurso libre

The application of Bayesian Model Averaging in Macroeconomy
HUA, Peng; 1. College of Information Science and Engineering, Shandong University of Science and Technology, 266510, China 2. Center for Applied Statistics, Renmin University of China, Beijing,100872, China - DU, Zifang; Center for Applied Statistics, Renmin University of China, Beijing,100872, China

Formato:	info:eu-repo/semantics/article, info:eu-repo/semantics/publishedVersion, Peer-reviewed Article,
Enlaces:	Bayesian Model Averaging is a weighted averaging method based on posterior distribution. It considers comprehensively the prior and sample information of model and parameter, reduces the model uncertainty. Bayesian Model Averaging improves statistical inference accuracy and provides improved out-of-sample predictive…
Fecha:	2011-12-31
Recurso:	Advances in Natural Science

Recurso libre

Formato:	info:eu-repo/semantics/article, info:eu-repo/semantics/publishedVersion, Peer-reviewed Article,
Enlaces:	Bayesian Model Averaging is a weighted averaging method based on posterior distribution. It considers comprehensively the prior and sample information of model and parameter, reduces the model uncertainty. Bayesian Model Averaging improves statistical inference accuracy and provides improved out-of-sample predictive…
Fecha:	2011-12-31
Recurso:	Advances in Natural Science