Model Switching and Model Averaging in Time-Varying Parameter Regression Models

First Author: Belmonte M
Attributed to:  Macroeconomic Forecasting in Turbulent Times funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1108/s0731-905320140000034004

Publication URI: http://dx.doi.org/10.1108/s0731-905320140000034004

Type: Book Chapter

Book Title: Bayesian Model Comparison (2014)

Page Reference: 45-69

ISBN: 978-1-78441-185-5