User Guide
Why can I only view 3 results?
You can also view all results when you are connected from the network of member institutions only. For non-member institutions, we are opening a 1-month free trial version if institution officials apply.
So many results that aren't mine?
References in many bibliographies are sometimes referred to as "Surname, I", so the citations of academics whose Surname and initials are the same may occasionally interfere. This problem is often the case with citation indexes all over the world.
How can I see only citations to my article?
After searching the name of your article, you can see the references to the article you selected as soon as you click on the details section.
Institutional References Quartile Statistics FAQ User Guide Contact us
Institutional Application Application for Journals
Türkçe English
 Views 49
 Downloands 23
Menu
Mendeley
Endnote
WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia
2012
Journal:  
International Econometric Review
Author:  
Abstract:

Two model averaging approaches are used and compared in estimating and forecasting dynamic factor models, the well-known Bayesian model averaging (BMA) and the recently developed weighted average least squares (WALS). Both methods propose to combine frequentist estimators using Bayesian weights. We apply our framework to the Armenian economy using quarterly data from 20002010, and we estimate and forecast real GDP growth and inflation.

Keywords:

Citation Owners
Information: There is no ciation to this publication.
Similar Articles
1. Inflation forecasts using Bayesian Techniques
2015


  Details
 Download PDF
2. Comparison of Confirmatory Factor Analysis Estimation Methods on Binary Data
2020


  Details
 Download PDF
3. A Comparison of Forecasting Performance of PPML and OLS estimators: The Gravity Model in the Air Cargo Market
2023


  Details
 Download PDF
4. Bazı Yanlı Tahmin Edicilerinin Karşılaştırılması: Bir Monte Carlo Çalışması
2013


  Details
 Download PDF
5. Comparison of confirmatory factor analysis estimation methods on mixed-format data
2021


  Details
 Download PDF
6. Comparison of the r- (k, d) class estimator with some estimators for multicollinearity under the Mahalanobis loss function
2015


  Details
 Download PDF
International Econometric Review
Details
International Econometric Review