【学术研究】上财经院金鑫常任副教授合作论文被计量经济学顶级期刊Journal of Econometrics接受发表
2021-11-25
近日，上财经院数量经济学系金鑫常任副教授与的John Maheu（加拿大麦克马斯特大学）、杨乔（上海科技大学）的合作论文 Infinite Markov Pooling of Predictive Distributions 被计量经济学顶级期刊、我校认定的经济学国际一类期刊Journal of Econometrics正式接受发表，此前他已在该期刊发表过2篇论文。论文摘要This paper introduces novel approaches to forecast pooling methods based on a nonparametric prior for a weight vector combining predictive densities. The first approach places a Dirichlet process prior on the weight vector and generalizes the static linear pool. The second approach uses a hierarchica...
