Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data

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Econometrics Seminar
University of Pennsylvania

3718 Locust Walk
Room: 395 McNeil

Philadelphia, PA

United States

This is a joint paper with Monica Billio, Roberto Casarin and Francesco Ravazzolo.

If you have questions, contact Professor Schorfheide, the event organizer.

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Herman van Dijk

Erasmus University Rotterdam

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