Sökning: "Jana Eklund"

Hittade 1 avhandling innehållade orden Jana Eklund.

1. 1. Essays on forecasting and Bayesian model averaging

   Författare :Jana Eklund; Handelshögskolan i Stockholm; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis, which consists of four chapters, focuses on forecasting in a data-rich environment and related computational issues. Chapter 1, “An embarrassment of riches: Forecasting using large panels” explores the idea of combining forecasts from various indicator models by using Bayesian model averaging (BMA) and compares the predictive performance of BMA with predictive performance of factor models. LÄS MER