Bayesian Variable Selection for Nowcasting Economic Time Series
收藏NBER2013-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w19567
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资源简介：
We consider the problem of short-term time series forecasting (nowcasting) when there are more possible predictors than observations. Our approach combines three Bayesian techniques: Kalman filtering, spike-and-slab regression, and model averaging. We illustrate this approach using search engine
提供机构：
美国国家经济研究局
创建时间：
2013-10-01
