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Density forecasts, forecast combination, survey forecasts, shrinkage, model selection, regularization, partially egalitarian LASSO, model averaging, subset averaging
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Bayesian estimation, Epidemiological models, Causality, policy interventions
Entropy regularization, Wasserstein distance, optimal transport, density forecasting, model combination
Bayesian inference, MCMC, Metropolis-Hastings, Marginal likelihood, Tailored
Density forecasts, forecast combinations, survey forecasts, shrinkage, model selection, regularization, partially egalitarian LASSO, model averaging, subset averaging
Vector Autoregressions, Time-Varying Parameters, Stochastic Volatility, Variable Ordering, Cholesky Decomposition, Wishart Process, Dynamic Conditional Correlation, Out-of-sample Forecasting Evaluation
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