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Publication Year:
2021
Journals:
Journal of Applied Econometrics
Ruben Loaiza-Maya
;
Gael M. Martin
;
David T. Frazier
Focused Bayesian prediction (replication data)
We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is...
DOI:10.15456/jae.2022327.0718691038
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