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18-063/III - Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions

  • Authors
    Lennart (L.F.) Hoogerheide, VU University Amsterdam; Herman (H.K.) van Dijk, Erasmus University, Norges Bank
  • Publication date
    August 8, 2018
  • Keywords
    Bayesian learning, predictive density combinations
  • JEL
    C11, C15
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