Federico Bassetti

University of Pavia

Corso Strada Nuova, 65

27100 Pavia, 27100

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

152

SSRN CITATIONS

7

CROSSREF CITATIONS

0

Scholarly Papers (2)

Bayesian Nonparametric Calibration and Combination of Predictive Distributions

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 04/WP/2015
Number of pages: 47 Posted: 18 Feb 2015 Last Revised: 10 Mar 2015
Federico Bassetti, Roberto Casarin and Francesco Ravazzolo
University of Pavia, University Ca' Foscari of Venice - Department of Economics and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 87 (294,649)
Citation 2

Abstract:

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Forecast calibration, Forecast combination, Density forecast, Beta mixtures, Bayesian nonparametrics, Slice sampling

Bayesian Nonparametric Calibration and Combination of Predictive Distributions

Norges Bank Working Paper 3 | 2015
Number of pages: 47 Posted: 04 May 2015
Federico Bassetti, Roberto Casarin and Francesco Ravazzolo
University of Pavia, University Ca' Foscari of Venice - Department of Economics and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 32 (473,110)
Citation 2

Abstract:

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Forecast calibration, Forecast combination, Density forecast, Beta mixtures, Bayesian nonparametrics, Slice sampling

2.

Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13/WP/2013
Number of pages: 33 Posted: 09 Jul 2013
Federico Bassetti, Roberto Casarin and Fabrizio Leisen
University of Pavia, University Ca' Foscari of Venice - Department of Economics and University of Kent - Canterbury Campus
Downloads 33 (456,978)
Citation 3

Abstract:

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Bayesian non–parametrics, Dirichlet process, Panel Time-series non–parametrics, Pitman-Yor process, Stick-breaking process, Vector autoregressive process, Repeated measurements non-parametrics