Benchmark priors revisited : on adaptive shrinkage and the supermodel effect in Bayesian Model averaging / / prepared by Martin Feldkircher and Stefan Zeugner.

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Bibliographic Details
Superior document:IMF working paper ; WP/09/202
:
TeilnehmendeR:
Year of Publication:2009
Language:English
Series:IMF working paper ; WP/09/202.
Online Access:
Physical Description:39 p. :; col. ill.
Notes:"September 2009."
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Description
Bibliography:Includes bibliographical references.
Hierarchical level:Monograph
Statement of Responsibility: prepared by Martin Feldkircher and Stefan Zeugner.