Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance

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

    Research output: Working paperProfessional

    Abstract

    , Norway; Herman K. van Dijk, Erasmus University Rotterdam, VU University Amsterdam, the Netherlands
    Original languageEnglish
    Place of PublicationAmsterdam
    PublisherTinbergen Institute
    Number of pages58
    Publication statusPublished - 2015

    Publication series

    NameTI Discussion Paper
    No.15-084/III

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