authors Martin, Gael M Frazier, David T Maneesoonthorn, Worapree Loaiza-Maya, Rubén Huber, Florian Koop, Gary Maheu, John Nibbering, Didier Panagiotelis, Anastasios
has subject area 0104 Statistics (FoR) 1403 Econometrics (FoR) 1505 Marketing (FoR) Econometrics (Science Metrix)
keywords Bayesian computational methods Bayesian prediction Business & Economics CARLO-SIMULATION METHODS ELECTRICITY DEMAND Economics Electricity demand Finance LIKELIHOOD ANALYSIS Loss-based Bayesian prediction MONTE-CARLO MULTINOMIAL PROBIT MODEL Macroeconomics Management Marketing POSTERIOR DISTRIBUTIONS PROBABILISTIC FORECASTS STOCHASTIC VOLATILITY MODELS Social Sciences VARIATIONAL INFERENCE VECTOR AUTOREGRESSIONS