Qual VAR Revisited: Good Forecast, Bad Story
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More about this item
Keywordsbinary choice model; Gibbs sampling; latent variable; MCMC; method evaluation; Binary-Choice-Modelle; Gibbs-Sampling; latente Variable; MCMC; Methodenevaluation;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
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