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