Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data

M. Billio, R. Casarin, F. Ravazzolo, H.K. van Dijk

    Research output: Working paperProfessional

    123 Downloads (Pure)
    Original languageEnglish
    Place of PublicationAmsterdam
    PublisherTinbergen Institute
    Number of pages55
    Publication statusPublished - 2011

    Publication series

    NameTI Discussion Paper
    No.11-172/4

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