Bayesian Model Averaging In The Presence Of Structural Breaks
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Bayesian Model Averaging in the Presence of Structural Breaks
Author | : |
Publisher | : |
Total Pages | : 39 |
Release | : 2006 |
Genre | : |
ISBN | : |
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Believing in a single model may be dangerous, and addressing model uncertainty by averaging different models in making forecasts may be very beneficial. In this