Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy

Novel approach to nonlinear/non-Gaussian Bayesian state estimation

Neil Gordon, David Salmond, A. F. M. Smith · IEE Proceedings F Radar and Signal Processing · 1993 · 7.5K citations

State Estimation, Adaptive Filter, Statistical Signal Processing +11

Strictly Proper Scoring Rules, Prediction, and Estimation

Tilmann Gneiting, Adrian E. Raftery · Journal of the American Statistical Association · 2007 · 5.2K citations

Engineering, Proper Scoring Rules, Statistical Foundation +18

Comparing Predictive Accuracy

Francis X. Diebold, Roberto S. Mariano · Journal of Business and Economic Statistics · 1995 · 4.5K citations

Forecasting Methodology, Engineering, Machine Learning +22

Time Varying Structural Vector Autoregressions and Monetary Policy

Giorgio E. Primiceri · The Review of Economic Studies · 2005 · 2.8K citations

Dynamic Economic Model, Monetary Policy, Economics +14

An Introduction to Bayesian Inference in Econometrics.

J. D. Sargan, Arnold Zellner · Journal of the Royal Statistical Society Series A (General) · 1974 · 2K citations

Econometric Model, Bayesian Statistics, Economics +8