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Publication Year: 2021 Journals: Journal of Applied Econometrics Formats: mat

  • 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...