Persistence in forecasting performance and conditional combination strategies (Q291843): Difference between revisions

@@ Property / author @@
-Q221859
@@ Property / author: Q221859 / rank @@
-Normal rank
@@ Property / author @@
+Allan G. Timmermann
@@ Property / author: Allan G. Timmermann / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6591846
@@ Property / zbMATH DE Number: 6591846 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+forecast combination
@@ Property / zbMATH Keywords: forecast combination / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+shrinkage
@@ Property / zbMATH Keywords: shrinkage / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+clustering
@@ Property / zbMATH Keywords: clustering / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+persistence in forecasting performance
@@ Property / zbMATH Keywords: persistence in forecasting performance / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2005.07.015
+Normal rank
@@ Property / OpenAlex ID @@
+W2057182962
@@ Property / OpenAlex ID: W2057182962 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal forecast combinations under general loss functions and forecast error distributions
+Normal rank
@@ Property / cites work @@
+Q4397010
@@ Property / cites work: Q4397010 / rank @@
+Normal rank
@@ Property / cites work @@
+Information criteria for selecting possibly misspecified parametric models
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:291843